It might sound like wasting power but the reason the price is negative is that there is too much production or to put it another way not enough load on the grid. OP is doing exactly what the grid wants, though I think I would try and use it for productive means if I could.

If it makes you feel any better, some devices in the house are being used for good, like keeping some baby rabbits warm.

No, the meters communicate directly over a mesh network setup between neighbouring meters. I think somewhere they'll be a cell tower connection or something.

The IHD is solely for you to look at, or not.