Hello,
Did you check DLP documentation available with your DLP version. You will find lot of information abour integration with other solution.
1/ Does UAG is able to manage ICAP ? if it is you will be able to integrate it with DLP as ICAP is a standard supported by network prevent.
2/ I am not a specialist of this, but there is a specific section (chap 57 for DLP v11.5) about sharepoint integration with DLP discover, so if you have a look at it you will get this information. This will work to find sensitive data not to protect them.
3/ It will depend on what you wanna do ? if in your policy you want to use a header set by barracuda email security, you need to plug DLP after..if you want to use a header set by DLP in barracuda email security you need to plug it before....etc....
This is not direct answers to your questions but as they are very large it is not so easy to answer them exactly in this forum.
As i used to said to my client : "First be sure of what you wanna do, then we will have a look at technical questions" :) (of course this never works as they always want everything immediately and for free :) )
Regards.