A Futures contract and a CFD are COMPLETELY different.
A Futures contract is traded on a Futures Exchange – when you buy or sell a Futures contract you could be buying or selling from anyone in the world. You do not know who you are buying from or selling to, the person/organisation on the other side of your trade doesn’t know who he or she (or it) is selling to or buying from.
A CFD is traded with a CFD provider/supplier (I am going to call them suppliers here – they supply both bids and offers, they will both buy and sell from/to you); when you buy or sell a CFD you can ONLY trade with the supplier – the supplier knows who you are, you know who the supplier is.
Now, some CFDs suppliers do so on a “Direct Market Access” basis – that is their bids and offers EXACTLY match the bids and offers in the actual market they are supplying the CFD for. Other CFD suppliers do so on a “Market Maker” basis – that is the supplier decides EXACTLY where the bid and offer is. The Market Maker also decides WHEN (and IF) you will be allowed to trade. You may hit the “BUY” button on your computer, but the MM will decide exactly when your order gets done, if the MM wants to delay the execution of your order, it will. When you sign the agreement with the CFD supplier (the MM) you agree to allow the MM to do these sorts of things with your orders.
I think an analogy (a dodgy one, very imperfect) might be found in comparing a fruit and vegetable market with, say, Coles. If you want to buy some grapes you can go to a fruit and veg market (say Paddy’s in Sydney, the Queen Vic. in Melbourne, for examples), compare prices and deal with any of the sellers of grapes. Alternatively, you can go to Coles – but Coles will set the price of the grapes and if you don’t want to deal at that price then no grapes for you. You could try Woolworths and see what their price is, though (i.e. use two CFD suppliers - but the 'grapes' you buy from one CFD supplier are NOT the same as from another CFD supplier, so you couldn't buy a CFD from CFD MM Supplier "A" and sell that CFD to CFD MM Supplier "B").
In answer to your specific questions.
1. With a MM CFD supplier there is nothing to stop them playing this sort of game, except their reliance on you as a customer (you may eventually decide to take your business elsewhere, to another supplier, or go the the real marketplace - the stock or futures exchange - yourself) .
2. Yes, they can. But they tend to use other tactics instead, such as delaying your execution.
3. Trading a Futures Contract is trading on an exchange, not with a provider. There are other pitfalls, but MMs knowing exactly who you are, what you are trying to do, delaying/not allowing execution, is not some of them.
4. I don’t trade with MM CFD suppliers so I won’t comment, but there are some traders who can figure out how to deal with MM CFDs to their (the trader's) advantage.
Hope this helps.