Here are a couple of answers that may help you:

1. The short answer is "yes". That's the intended design for application development in Delphi XE2 and newer.
2. We are planning on adding support for XE4 in Service Pack 1 of the 11.1 TDataSet Descendant. This should be released within the month.
3. ADS will not run on OS X, and there are no plans to port the server to run on Mac. While there are several ways to work around this, you can expect your (Windows) application to connect to an ADS server running on a PC, or possibly running inside a Virtualized Windows environment on your Mac. (Note that I specified "Windows application" above because the Advantage Client Engine also lacks support for Mac OS.)
4. There are no plans to port ADS to run on iOS, and we currently have no Advantage client for Delphi that can be used when building iOS applications. We are, however, looking at ways we can work within the Delphi cross-platform infrastructure to produce mobile applications that can act as Advantage clients (i.e. connect to an Advantage server).
5. I can't tell you whether this is the right direction for future application development... But, I can suggest an alternative based on our current offerings: I'd suggest looking at Delphi's DataSnap architecture: You would create a dedicated middle-tier (which can use our TDataSet components to connect to the Advantage Server), and which hosts much of your business logic. Then, your mobile (or Mac) client would use the built-in DataSnap clients to connect to your DataSnap server (which, in turn, connects to Advantage). At present, this is (in my opinion) the most solid way to begin to do cross-platform development for non-Windows operating systems with Delphi XE4.