It is a known fact that for simply connected Lie groups, each representation of the Lie algebra comes from a representation of the Lie group [See this]. Consequently, we study representations of the Lie algebra. Then, if the group is compact, I can build a representation of the Lie group by exponentiating a representation of the Lie algebra. I have two questions:
(1) Does every representation of the Lie group come from a representation of the Lie algebra? My guess is that, if $\rho\colon G\to GL(V)$ is a representation of the Lie group, then $\rho_*\colon \mathfrak{g}\to \mathfrak{gl}(V)$ is a Lie algebra representation. So all group representations are Lie algebra representations, and the converse is also true because the group is simply connected. Hence I do have a 1-1 correspondence between representations of the group and representations of the algebra.
(2) If the group is non compact, then $\exp(\cdot)$ is not surjective, so I cannot come up with a representation $\tilde{\rho}$ for the group given a representation $\rho$ of the algebra. Namely, if I have an element $g\in G$ such that there is no $x\in\mathfrak{g}$ such that $\exp(x)=g$, how do I define $\tilde{\rho}(g)$? If $g=\exp(x)$ then I may define $\tilde{\rho}(g):= \exp(\rho(x))$, but what if this is not the case?
For instance take $SL(2,\mathbb{C})$, which is simply connected and non-compact. The matrix (see this question)
$$ g=\begin{pmatrix} -1 & 1 \\ 0 & -1 \end{pmatrix} \not\in\exp(\mathfrak{sl}(2,\mathbb{C})) $$
Say that I have a representation of $\mathfrak{sl}(2,\mathbb{C})$. How do I build a representation of $SL(2,\mathbb{C})$ that is well defined on $g$? My thought on this is that if the representation is two-dimensional it can either be the defining representation or the conjugate representation, and in this case the definition is natural (multiplication by $g$). What if the dimension is not 2?
I am aware of this answer which says that any element may be written as a product of exponentials. I would appreciate any deeper insight into this, namely a proof of this fact and how to do it explicitly in case the proof is non-constructive.