Regarding your first question. I am not sure what are you trying to achieve because link are actually filter that filters portfolio items. On portfolio single page you have only one item so filter doesn’t make sense (there isn’t anything to filter).
Regarding second question. You have placed link in menu to exact portfolio category which means that page that will open will show only items in that category. You can modify category page to show all filters but they won’t work because filters are filtering only items that are available on current page (as you can see on main portfolio page) which means filter won’t have anything to filter.
Portfolio filters are simple on page filters so I suggest that you search for free plugins (for portfolio/gallery) if you need advanced functionality.
Vladimir
