I’ll address your second question. If $\operatorname{cl}U_p\subseteq U_q$, let $H=\operatorname{cl}U_p$ and $K=X\setminus\operatorname{cl}U_q$; $H$ and $K$ are disjoint closed sets in $X$. If there is an open set $U_r$ such that $\operatorname{cl}U_p\subseteq U_r\subseteq\operatorname{cl}U_r\subseteq U_q$, let $V=X\setminus\operatorname{cl}U_r$. Then $H\subseteq U_r$, $K\subseteq V$, and $U_r\cap V=\varnothing$. In other words, $U_r$ and $V$ are disjoint open nbhds of $H$ and $K$, respectively. If $X$ is normal, by definition such open nbhds exist. If $X$ is only regular, however, they need not exist: regularity only ensures that a point and a closed set not containing it have disjoint open nbhds.
You might wonder whether this problem can actually arise when one of the closed sets is the closure of an open set. The answer is yes; here’s an example.
Let $Q=(0,1)\cap\Bbb Q$, $Y=(-1,1)\times Q$, $V=\{0\}\times Q$, $H=(0,1)\times\{0\}$, and $X=Y\cup H$. We topologize $X$ as follows.
- Points of $Y\setminus V$ are isolated.
- For each $x\in(0,1)$ and $n\in\Bbb Z^+$ the sets $B_n(x)=\{x\}\times\left(\left[0,\frac1n\right)\cap Q\right)$ are a local base at the point $\langle x,0\rangle\in H$.
- For each $y\in Q$ and finite $F\subseteq(-1,0)\cup(0,1)$ the sets $B(y,F)=\big((-1,1)\setminus F\big)\times\{y\}$ are a local base at the point $\langle 0,y\rangle\in V$.
It’s straightforward to check that this topology is $T_3$ (i.e., regular and $T_1$).
Let $U_p=(-1,0)\times Q$ and $U_q=X\setminus H$; $U_p$ and $U_q$ are open sets, and $\operatorname{cl}U_p=U_p\cup V\subseteq U_q$. Suppose that $U_r$ is an open set such that $\operatorname{cl}U_p\subseteq U_r\subseteq\operatorname{cl}U_r$. $V\subseteq\operatorname{cl}U_p$, so for each $q\in Q$ there is a finite $F_q\subseteq(-1,0)\cup(0,1)$ such that $B(q,F_q)\subseteq U_r$. Let $C=\bigcup_{q\in Q}F_q$; $C$ is the union of countably many finite sets, so $C$ is countable, and there is some $x\in(0,1)\setminus C$. Let $q\in Q$ be arbitrary; $x\notin F_q$, so $\langle x,q\rangle\in B(q,F_q)\subseteq U_r$, and therefore $B_n(x)\cap U_r\ne\varnothing$ for each $n\in\Bbb Z^+$. But then $\langle x,0\rangle\in\operatorname{cl}U_r\setminus U_q$, so $\operatorname{cl}U_r\nsubseteq U_q$. That is, there is no open set $U_r$ such that $\operatorname{cl}U_p\subseteq U_r\subseteq\operatorname{cl}U_r\subseteq U_q$.