1. The concept of conductivity is typically related to diffusive transport when scattering is involved. The importance of conductance is that it is independent of the length of the conductor, as is the case in ballistic transport, whereas conductivity is inversely proportional to the length (because the longer it is, the more scattering can happen). Conductivity is a material parameter, whereas conductance simply tells you "given this much voltage, how much current do I get" (at least in case the I-V relation is linear).
2. The current density is reported in Ampere / area. But I interpreted your question before as it was important to know much much of the current was going in the nanotube and how much in the copper, at least relative to each other, so then the current density should be able to show that.
3. They are related in a very clear sense. LDOS is a function of energy only and measures the available states and how they are distributed in space. The current density is, more or less, the LDOS integrated over energy, and the LDOS can be seen as the transmission eigenstates integrated over channels. For real proper statements of these relationships you have to go a bit deeper, but that gives you at least a reason why they are similar looking.