If I understand your scenario correctly, I'd say no for 1), yes for 2), no for 3):
1) If the message is lost due to a problem with the pub/sub mediator (which you don't really control), it will never reach your persistent actors and therefore will never be saved in the event stream, thus never replayed.
2) Recorded message will be lookable upon during audit.
3) If your actors are stateless processors, what scenario are you going to recreate/save in the snapshot?
I'd suggest you can work around 1 by using a confirmation/retry mechanism in which you resend the message at regular intervals until you receive an ack from the consumer.
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