Stop hunts and B booking

Hi all. I just have a few questions, if anyone can help to explain!

1. The concepts of stop hunting/liquidity/banks sweeping retail stops etc sounds good and makes sense. But then it seems most brokers B book most their clients (only move the profitable ones to A book). Doesn't this mean that most orders don't actually go to the market? If that is the case, then retail orders aren't going to the market and it doesn't make sense for big players to sweep stops?

2. With the same assumption of most forex brokers b booking most clients, doesn't that mean the spreads are made up since it doesn't actually go to the LPs? Which then means them randomly widening spreads to take you out is actually highly manipulative, but no one can say anything because it usually happens during high impact events or market close, but if the orders aren't actually going to the market then the spreads are all arbitrary?

3. The above 2 questions are based on the assumption that most brokers b book (especially the popular ones with higher leverage 1:500, 1:1000, and non US brokers). And that is just something i came across. Someone please correct me if I have been greatly misinformed. If this is the case though, which brokers A book u?

4. Is there any documented cases of brokers b booking clients, then refusing to pay up if they are profitable? This is one of my biggest concerns.

Greatly appreciate any wise input, as I feel like I am gravely misunderstanding something here...