My first question is: is the master public key always used to update the wallet balance? Or is it only with ESP?
Yes. Unless you create a non-deterministic wallet, and manually paste child keys, one-by-one. Which 99% of people won't do. In general: if you have HD wallet, then master public key is shared. If you have non-HD wallet, or if you manually grab some keys from HD wallet, and put them in non-HD wallet, then only those public keys are shared.
For that reason, I usually avoid all SPV wallets, unless I am forced to use them. And even in those cases, first I load my HD wallet offline, then generate only those child keys I want to check, and then put them into non-HD SPV wallet. But it is safe to assume that most people are unaware, and share their master public keys, and then their funds can be easily traced, if you run any Electrum Server, and listen carefully.
However, my second question is: where does come this address, at which my 0,01 BTC had been sent? I mean: this address wasn't a hash from my master public key. How had it been created?
It was created by Electrum wallet. Probably, if you look at your settings, there are options, where you can choose, how change addresses should be derived. If you use default settings, it is possible that your change address will be derived in a different way than your regular addresses. Both address types can use HD wallets, maybe even both use the same master public key, but then, if derivation path will be different, then you will reach different addresses. One little change can easily destroy your flow, so check your settings, or use commands similar to "getaddressinfo", and check, which HD wallet was used to derive that, and what derivation path was present there.
For that reason, I always use "coin control", and manually pick all of my inputs and outputs. There were people who lost a lot of coins, when they used a different change address than they wanted. The earliest problem of that kind happened even before HD wallets were introduced. But even with them, a different derivation path can cause a lot of confusion.
My third and last question is a bit stupid, but i wanna check: considering the last paragraph, does my Electrum wallet now use TOR to connect to nodes; hiddening my IP to them?
I hope this is the case. But when it comes to Tor configuration, people often handle it incorrectly, and they sometimes leak their real IP address. For that reason, when I am connected through Tor, then the whole system is connected only through Tor, and I disable all clearnet traffic. In this way, I can be sure that everything goes through Tor, because all other connections are killed on OS level. But you can always run Wireshark or other tool, and check, if there is any traffic that goes outside Tor.
Also, if you explore it further with tools like Wireshark, you will probably notice, which parts are encrypted, and which parts are sent as a plaintext. And then, you will understand, how important some BIPs are, that propose pushing everything through end-to-end encrypted channels. Because if you have unencrypted Bitcoin messages, then Wireshark can even deserialize it, and tell everything, what is inside, which transactions are sent, what IPs are in the packets, and so on.
