The fact that Carl did what no other Terminator could and succeeded in killing John Connor truly proves that "the future is not set".
The best indicator that Carl really is reformed? He's got a pet dog.
Before the gang leaves for the final battle against the Rev-9, Carl contemplates wearing some sunglasses, but decides against it. At first glance, an in-joke towards the early days of past Terminator films. But at a closer look, its a subtle sign of Carl letting go of his tragic past over killing John, as he wore them during that time. Also, even if he put them on, Sarah wouldnt react in the best way.
No protector was sent to protect John from "Carl". John sent protectors to counter every Terminator assassin that he knew about, but Future John would have never known about the successful assassination that occurred in a timeline where he and his resistance never needed to exist. Ironically, Skynet only succeeded in killing John because it no longer mattered if it did.
Alternatively, a protector was sent to stop Carl, but Carl killed them offscreen.
The Rev-9 suggesting, even asking, that Dani's defenders simply turn her over during the final battle may seem wildly out of character for a Terminator, but upon closer reflection, may make a degree of sense. Factors to consider: all of Dani's defenders are present, including the T-800, the augmented human, and the professional Terminator killer Sarah Connor. The combination may've seemed like too many variables to properly guarantee his targets death. In addition, one of which is a virtual unknown to the Rev-9 (Carl) and he may be trying a new tactic against it since his previous attempt to smash it had failed. Factor two, talking kept them all distracted, which could mean to further deterioration of the dam and thus danger to the environment (and thus, to Dani), and could even further run down the clock on Grace's augmentations, since she requires periodic upkeep. Machines never need rest, but the more they fought, the humans would. Talking at that point seems like a delaying tactic as well as a valid attempt to win over a potential fellow machine and even the odds, making it seem more viable of an option.
Skynet sending back T-800s after its demise was a deliberate decision. If the first T-800 could be reverse-engineered into Skynet, then sending out more would make for good insurance.
Why does the Rev-9's endoskeleton look like that of the Skynet made Terminators? Because they're made to mimic human skeletons, which makes sense for something that's built to be an infiltrator. Since it will have to impersonate humans, having an endoskeleton with human bone structure helps sell the illusion.
Grace says that she comes back from 2042 to protect Dani, but gives no indication that the war has stopped or that time travel was a last, desperate measure in order to get the machines to win. So there's still the distinct possibility that humanity could lose to the machines in this timeline.
Grace does tell Dani while they are on the C-5 fleeing that ultimately she did lead the remnants of humanity to victory against Legion when she finally reveals to her that she will become the future leader of the Resistance. So while it is not said how long the war will last and what the ultimate cost will be, like the war against Skynet, humanity ultimately will triumph against Legion. Legion almost certainly sent the Rev-9 for the same reasons Skynet sent the T-800's and T-1000, namely to avert its inevitable defeat.
How on Earth will Carl's family react when they find out he's dead? Especially considering that he saved them from an abusive ex-boyfriend and was nothing but a good husband and parent to them only to be (unknowingly for them) taken away from in the most badass and selfless but also horrific way possible. He did make a point of telling them he won't be coming back, but it would still be a pretty huge blow.
Legion is not/was not/cannot be stopped. There are several hints in the movie. First, Grace's tattoo that leads her to 'Carl' would only be placed if the resistance knew their rescue attempt would go bad. Secondly, during the war it is obvious that Dani realizes who Grace is (and who she will become) once she hears her name.
It is likely that Legion will send other terminators back through time to attempt to kill Dani, only this time she will not have Grace or Carl to protect her.
Rev-9's Villainous Breakdown ensues once Dani impales him in the eye with Grace's power source. He acts akin to how a human does while being hit by a taser, and the most fatal place to tase a person is right in the eyeball. And since the eyes are connected into the human brain, the implications state that Grace's power source is sending its electrical currents directly into the Rev-9's CPU.