1.) The bodach possesses Varner to make sure to kill Odd. Bodachs apparently have very limited ability to interact with the physical world (it takes a swarm to simply slow down Odd, and even as a group, they fail to stop him), but they can actually enter/possess the living - as we see in the early scene when one climbs into the truck driver in order to run down the other guy who can see them.
2.) Apparently, they can't be killed even by big explosions, just kicked out of the body they're using. This simply seems to be the writer/director's dramatic way of showing it being removed from the (now dead) cop's body while also showing that it was not destroyed or even really harmed.
3.)Harlo was the guy in the car at the beginning. The guy you're talking about is Kevin Goss. The bodachs try to stop Odd because they want Goss (and Eckles and Varner) to succeed in their plan - the bodachs wanted to ensure as much carnage as possible.
4.) The bodachs know that Odd could see them and that he investigates them, so they'd been distracting him by drawing his attention to the least dangerous member of the group (Bob). Ordinarily, bodachs would be following all four of the group (they're drawn to people planning murder), but they've intentionally been avoiding the particularly dangerous three, so that Odd's attention would not be drawn to them, giving those three a better chance of succeeding at mass murder, which the bodachs want to experience. They've been manipulating him - distracting him and keeping him occupied so that Varner, Eckles, and Goss have a better chance of success.
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