1) We do not have any official documentation for creating a VPN with SonicWall. Still, any VPN that is not Meraki to Meraki is configured the same using the Non-Meraki VPN Peers guide.
2) For the MX platform, static routes are used to define subnets accessible through the MX LAN, so you cannot configure static routes over the Non-Meraki VPN. Any local subnet you have enabled on the VPN page of the Meraki dashboard will route to the Customer 2 subnets defined in the private subnet field of the Non-Meraki VPN configuration.
3) @jimmyt234 is correct; This is a tricky process, but it can be achieved: Tag-Based IPsec VPN Failover documentation.
4) I agree with @cmr; a simplified approach is using the Meraki-Auto VPN, which would require installing an MX at both locations.
If you run into any configuration issues during your setup or need further clarification on the MX VPN capabilities, I suggest opening a support case so we can review your specific configurations and provide solutions.