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Answer for Q1:

The return type of a function / method is before the function / method name. In this case it is Subscriber.

Answer for Q2:

The subscribe methods return a reference counted publisher. When all copies of it go out of scope it will unsubscribe from the topic. Therefore the subscribers are stored in a vector to prevent them from going out of scope. You could also store each subscriber in a local variable instead. I vector has nothing to do with threads.

Answer for Q3:

I think you need to google a bit about variable scope, reference counting and when such objects are being deleted. A simple example:

{
  Subscriber s = node_handle.subscribe<std_msgs::String>(...);
  // some more code
} <-- in this line the scope of variable "s" on the stack ends, therefore it is being removed

In case of an object it is being destructed. In case of a reference counted instance it is being destructed if no other reference is stored anywhere.

By storing the subscriber in the vector (which has a bigger scope) the subscriber is not being removed yet but stays around (in the case of the tutorial until the program terminates).