I'm not sure that's how it works in practice. For instance, if I point at something in the street, I'm very likely to ask "vad är det?" and it would mean "what is that?"
Yes, that is true. Swedish den/det are a bit more demonstrative than English it.
The audio sounds like Vad
har du där? without listening to the slow version.
Not to my native ears. If anything, I'd say she pronounces vad much too clearly. We usually swallow the d at the end.
So could one say 'det där där' as 'that there' if one wanted to put that emphasis on it?