1: Well, blood is kind of everywhere. There's blood in people, there's blood in animals, and though it's comparatively foul and likely to turn you into a monster down the line, there's even blood in beasts. If these gangs decided to "steal" blood, it would be hard to stop them. Stealing "special blood" - like that used for blood healing or blood ministration - would be a [I]lot[/I] harder; not only would it probably be kept in a safe place, but they would also be liable to attract the ire of the church and its Hunters.
But would they fundamentally be able to? Yes.

2: The Fire Dancers pretty much rob anyone, and if they resist, they fight.

3: Smuggling... what? Smuggling blood? In or out of Yharnam? As I outlined under 1, blood in general isn't exactly a scarce resource. If one was talking about smuggling special blood out of Yharnam, it would sell for an absolutely insanely high price... but as mentioned before, the church would also become [I]very[/I] dissatisfied with them and might decide to remove them (and remember, this was an organization that was willing to spread a plague and potentially wipe out half a city for profit; hiding from the Healing Church isn't easy). If we're talking people, then yeah... everyone kind of [I]is[/I] welcome in Yharnam. The Healing Church want as many subjects as possible, and blood treatment causes addiction; once you have Yharnam blood, you'll always crave blood.

One final comment: It's highly unlikely that the Healing Church would actually tell Marcus that they were going to make him any kind of special. They would most likely offer him a contract like any other Hunter and just infect him with false Paleblood without his consent or awareness.
It's much easier to control someone who is surprised, confused and frightened by a world they don't understand, after all, than someone drunk on their own power because they are "special".