No.
No.
No, it does not
If it is gray, then yes.
If the key is grey, then yes.If the key is grey, then yes.
In 1999 it may or may not have one. If it has a thick black head with the hole in the head of the key being offset, then it is probably a chip key. If the hole is in the center top of the key or completely metal then it is not a chip key.
That kind of key was not used in 1995 models.
On a 1995 Ford Explorer : No ( at least my 1995 Ford Explorer XLT doesn't )
yes, need it to start the car.
All you have to do is insert the proper programmed key and start the engine.
Some do. If your factory key is just flat metal you don't have but, if there is a little (usually black) square chip on it, you do. Most with a key fob do as well.
The Mazda Millenia never had a chip in the key so yes the aftermarket key will work however it will need to be cut by a locksmith or the dealer.
Cleaning a chip in a key is very easy. You will need to use either rubbing alcohol or Windex to carefully wipe down the chip. Do not press too hard when cleaning or you can potentially ruin the metal strip.