First of all, this is only a theory, but I think that Kate is actually the biological mother after all. I believe the Knights themselves originally kidnapped the infant Jimmy. My primary reason for saying that is the lack of any maternal interest by Doris at all in actually finding her son. Basic Biblical King Solomon-type wisdom would show us that the woman who shows maternal interest--Kate--is the real mother.
I believe that the Knight husband--the one who was murdered--impregnated Kate with Jimmy and there was then some kind of custody dispute between the Knights and the Wests as to who got custody. Mr. Knight believed he was helping a serviceman (Ray) who couldn't father children himself start a family--note that Mr. Knight is said to especially like doing favors for men in the service. Meanwhile Doris was somehow led to believe that Kate was acting as a surrogate mother, which led to the dispute over custody and the violence of 20 years earlier.
Note that Doris appears to know Kate--otherwise why would she have enough knowledge to say "silence is not golden"? There seems to be still more to the backstory of Doris and Kate that we aren't told.
Additionally, if Kate were NOT Jimmy's biological mother (presumably she can recall if she ever gave birth to him) I think at some point, perhaps in secret, she would have told him to assure him that their sex wasn't an act of incest. However, even if Jimmy didn't actually commit incest, he is certainly allowed to believe for pretty much the whole movie that he is committing incest.
As for the other questions, I think he WAS suspicious of the other kids being his. However he only determines fairly conclusively that Ray lost his penis during the timeline of the story, so at first he probably assumed Ray was having more sex and was probably the father of the kids. He also never runs away, although others claim that he did. He has a strong sense of responsibility to the younger kids, and this never wavers.
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