That's a very detailed diagram, but all you need to know (as far as I know) is glomerulus, bowmans capsule, proximal tubule, loop of henle, distal tubule and collecting duct. After you know each section of the nephron it's good to know what happens at each (reabsoprtion, filtration, etc), and it seems you have already done that
Yeah pretty much all of that. Memorise and think of it in chunks though. You won't get a question asking all of that, but you may get one asking for part of it. So study the functions first, then the names of the parts of the nephron, then where each function occurs etc.
more importantly, you need to understand what each section does. get the big picture. e.g. asending loop does not absorb water, glucose & AA should all be absorbed in the proximal tubule. furthermore, blood in is from 'afferent arteriole' & blood out is 'efferent arteriole'. no point in remembering every single ion that is absorbed or secreted (there are more ions that are not mentioned above).