I lot of italians will just say "capito" instead of the entire sentence but apparently it can be kind of rude. At least for the romans.
when a passato prossimo construction is used with third person single and plural direct object pronouns, the past participle (capito in this case) must agree in number and gender with the direct object. that is how in the sentence "Pure non l'ho capita" you can tell the direct object is "her" and not "him".
It's a question, it's better to say "have you understood me?" This will be accepted.
I agree - with a question mark, which of course, DuoLingo doesn't seem to care about.