The 1938 thing is referring to the assassination of the professor, but Marcello isn't accusing Lino of literally being a part of it. Rather he is asserting that the interaction with Lino as a childhood (the first date) is what lead him to become a fascist (he wanted to fit in to escape his past) and that lead him to killing the professor. It's shaky logic but Marcello needs someone to put the blame on that isn't himself. Another interesting thing about that scene is that Marcello is realizing that that moment in 1917 that shaped the rest of his life wasn't what he thought it to be.
Giulia and Anna are probably supposed to be the antithesis of fascism. Not fear but freedom. Admittedly, though, I'm looking at it through a pretty modern lens where their relationship isn't a big deal but Bertolucci may have felt otherwise.
I understood Anna and Marcello to have previously had a relationship that isn't really addressed in the film. It seems that sometime in the past he was in love with her. She didn't entirely return his love or it ended badly for some other reason. When Marcello saw the prostitute, he was reminded of Anna and felt the urge to hug her.
My best guess for why the train scenery changes is that it's just supposed to show that a fair amount of time has passed. The sun has gone down and maybe come up again. That said, it could also be trying to show their relationship transitioning from fiery sensuality to cool ambivalence.
I don't think it really matters what the kids did to Marcello.
Not sure why I answered that in reverse order.
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