I can answer a few of these, as I’ve made something like this myself.
Create the maze, either in blender, or with a heightmap (others may have better ideas)
Set it to kinematic
Create an invisible layer above the maze (which moves with it), to prevent the ball jumping in the air.
You should move the maze in world rotation (nice beginner math challenge for you there), else it will get all twisted moving it around the local axes.
You will want it to be 1 solid geometry/rigidbody (not like hello physics bricks)
Congratulations for your English. You really have no need to apologize for it !
For your questions, I agree totally with wezrule.
I would probably choose the heightmap, because it’s so easy to provide a new level : a simple bitmap will fit. However you need it to be square and a power of 2 (+1).
Plus it has LOD built in, which is nice.