1) I would name it, at least in some throwaway dialog.

2) What?

3) Sounds ok, I guess. Considering the most I know about Hetalia is Italy, Germany, England, 'Murica, Japan, Canada, and what have you, I know nothing at all about Vietnam. I'm not the best for horror advice though, because that's not really my thing.

4) Not really. It sort of goes along with psychological horror. Grimdark isn't neccicerrally bad, but it's a lot like slash. It's really easy to get wrong. Also, grimdark just for the sake of grimdark isn't a good thing. But you don't have that problem so we're all good.