Ok, as a polyphasic sleeper and having done enough research to write a book on it, let me first say that 3X 40 min naps is not a good idea. The reason is because the whole point of polyphasic sleep is to trick your brain into entering REM sleep immediately and breifly. Any longer than 15-20 min in REM and your brain will switch to NREM sleep, which will make for a very uncomfortable situation for you. Also, your body runs on 4-hour circadian cycles, which is the reason for scheduling 6 naps during the cousre of a day.
However, nobody has ever actually taking EEG readings on polyphasic sleepers, so nobody is really sure what happens to a person's NREM sleep. I actually sleep 3-4 hours a night and then take REM naps during the day, it seems to work pretty good, but as for a completely polyphasic sleep and NREM? Some think that you breifly get it before you enter REM, some think your body heals whilst you dream, and some think it goes away, no one is sure.
That said let me answer your questions in order;
1.) You are supposed to cut out all of deep sleep with the naps method, and enter REM as quickly as possible and wake up immediately after.
2.) If you wake up during Sleep Stages 3 or 4 the Delta and Theta waves will give you sleep inertia. Essentially, your brainwaves will be so slow that it will take your brain a while to get back "up to speed", a process which could leave you groggy for hours, if not all day.
3.) Nobody is really sure, however according to articles on PubMed it is believed that your body heals during NREM and your Mind heals during REM, except one article which hypothesizes REM and NREM are part of a unified system designed to completely rejuvinate the body and that specific human system is set up for a reason, and another that stated that NREM does nothing but pass the time between REM periods because cave men would have gotten eaten by dinosaurs if they went wandering around at night. I feel that it is probably not a bad idea to get some deep sleep, but you'll have to figure that out for yourself.
One last note on polyphasic sleepers, those who do the whole chalupa, sleeping 20 min six times a day tend to take a good 10-12 hour block of sleep every week or so as "rechargers". Consider that when you consider your options, and good luck.
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