Disaster recovery and backups

With mysqldump dumping 1 database per time. In this way, only 1 database is locked. there is no need to lock all server if you are dumping database 2 of 500
 
Yes, it does as default because "--opt" is automatically set and "--opt" also add "lock tables"
You are wrong. To put it simple. mysql is a database management system which holds a number of databases. One of these database is named mysql which hold metadata for every other database. When you make a dump of database foo with option --opt this only affects the database foo and not the database mysql.
 
I've looked right now and my "mysql" database, except for users, privileges and stats (that I don't need), has all tables empty.