First, a little remark about notation. There are two common usages for the symbol "mod". The first usage, very common in mathematics, is like this:
$$
a \equiv b \mod p
$$
which means that $a-b$ is divisible by $p$.
The second way is the way you used it, and the way it is used in many programming languages. This way $a\ \mathrm{mod}\ b$ means the remainder of $a$ when divided by $b$. Since we're on a math forum, I'll use "mod" in the first way. For the remainder, I'll use "%", as in the C language.
Now, for your first question. What you're asking is a proof for this equality:
$$
(x_1 x_2 \ldots x_n) \% p = (\ldots((x_1 \% p) \cdot x_2) \% p \cdot \ldots \cdot x_n) \% p.
$$
Your equality holds because of the following important property of congruence modulo $p$:
Proposition 1. If $a_1, a_2, b_1, b_2$ are integers and $p$ is a non-zero integer, and
$$
a_1 \equiv a_2 \mod p \quad \mathrm{and} \quad b_1 \equiv b_2 \mod p,
$$
then also
$$
a_1 b_1 \equiv a_2 b_2 \mod p.
$$
Proof. By definition, $a_2-a_1 = pm$ and $b_2 - b_1 = pn$, where $m$ and $n$ are integers. Then
$$
a_2 b_2 = (a_1 + pm)(b_1 + pn) = a_1b_1 + p(mb_1 + na_1 + pmn).
$$
It follows that $a_2b_2 - a_1b_1$ is divisible by $p$, so
$$
a_1 b_1 \equiv a_2b_2 \mod p,\quad \mathrm{QED.}
$$
Now, to prove your equality. Start with two numbers $x_1$ and $x_2$. It is easy to see that $x_1 \equiv x_1\%p \mod p$ and $x_2 \equiv x_2 \mod p$. Then by proposition 1 we have
$$
x_1 x_2 \equiv (x_1 \%p) \cdot x_2 \mod p,
$$
from which it follows that
$$
x_1 x_2 \equiv ((x_1 \%p) \cdot x_2)\%p \mod p.
$$
Now we add $x_3$. Using the last equivalence, and the fact that $x_3 \equiv x_3 \mod p$, and proposition 1, we get
$$
x_1 x_2 x_3 \equiv (((x_1 \% p) \cdot x_2)\%p)\cdot x_3 \mod p,
$$
which implies
$$
x_1 x_2 x_3 \equiv ((((x_1 \% p) \cdot x_2)\%p)\cdot x_3)\%p \mod p,
$$
We can repeat this reasoning (technically, this should be framed as a proof by induction). In the end we will come to the following:
$$
x_1 x_2 \ldots x_n \equiv ((((x_1 \% p) \cdot x_2)\%p)\cdot \ldots \cdot x_n)\%p \mod p.
$$
Your equality follows immediately if you replace the left hand side by its remainder modulo $p$.
A similar kind of logic can be used to justify any similar equality for an expression that involves only operations $+$, $-$ and $*$ (note that division is not in this list). For instance
$$
((a+b)(c+d))\%p \equiv (a\%p + b\%p)((c+d)\%p) \mod p.
$$
You can replace any part of an expression by its remainder modulo $p$, and it will not change the remainder of the expression as a whole.
I would suggest looking into the subject of modular arithmetic to get the hang of all this. It is way easier to understand when you have a basic understanding of such concepts as equivalence relations, groups, group homomorphisms, rings and ring homomorphisms.
After that it will become much easier to understand the deal with division, which I haven't mentioned at all. I think the answer is lengthy enough as it is.