Question 1: Presumably the answer is yes, the intersection should be infinite, but one won't be able to prove this.
There is really very little control one has over the factors of Fermat numbers besides being $2$-adically close to $1$, which is no restriction on the condition of being factors of a polynomial. On the other hand, it's highly implausible but still an open question whether all the Fermat numbers $F_n = 2^{2^n} + 1$ are prime for large enough $n$. But they are certainly all $2 \bmod 3$, so if they were all eventually prime then $f(x) = x^2 + 3$ (whose factors are all $1 \bmod 3$) would not be divisible by any of those Fermat primes, and so have only finitely many prime factors in common (like $6700417$).
Question 2: Yes, the intersection is infinite and even has positive density among all primes.
To say that there exists an $n$ such that
$$2^n \equiv -1 \bmod p$$
is to say that the multiplicative order of $2$ modulo $p$ is even (if the order is $2m$ then take $n = m$). Let $f(x)$ be any polynomial, and let $K/\mathbf{Q}$ be the splitting field. For all but finitely many $m$, the degree
$$[K(\zeta_{2^{m}},\sqrt[2^m]{2}):K(\zeta_{2^{m}})] > 1.$$
For such $m$, The Cebotarev density theorem implies the existence of a $p$ (even a positive density of primes $p$) such that Frobenius at $p$ in $\mathrm{Gal}(K(\zeta_{2^{m}},\sqrt[2^m]{2})/\mathbf{Q})$ is non-trivial in $\mathrm{Gal}(K(\zeta_{2^{m}},\sqrt[2^m]{2})/K(\zeta_{2^{m}})$. Quite directly, this implies that:
The polynomial $f(x)$ splits completely modulo $p$, so $p$ is certainly a factor of $f(n)$ for some $n$.
$p \equiv 1 \bmod 2^m$
$2$ is not a $2^m$th power modulo $p$.
Since the group $\mathbf{F}^{\times}_p$ is cyclic of order divisible by $2^m$ by ($2$), the condition ($3$) implies that $2$ has even order, and so one has the desired prime.
The simplest example is $m=1$, i.e. when the splittin field $K$ of $f(x)$ does not contain $\mathbf{Q}(\sqrt{2})$. Then $f(n)$ is divisible by many primes $p$ for which $2$ is not a quadratic residue modulo $p$, and for such $p$ we have
$$2^{(p-1)/2} + 1 \equiv 0 \mod p.$$