@SilenCN 

Question1:

You configure interfaces on your T0. And for each interface you explicitly tell on which Edge Node that T0-interface is.

Then based on that configuration, all the Edge Nodes with an interface will have that T0.

And if you have configured the T0 in A/A; then all those Edge Nodes will participate to N/S via ECMP.

Question2:

No there is no ability to do "Local-Egress" with NSX Multisite Design, as you can see in the "NSX Multi-Location Design Guide" - chapter 3.3.2.3 (Google it to find that document).