If you don't feel comfortable, you have the right not to provide the statement. Tell them if they want to check your salary, the latest month's salary slip will do.

One of the old timer in J&C forum used to say this:
Expected salary is stating how much I believe I'm worth. If you don't think I'm worth this much based on my experience and knowledge, don't bother. There is no reason to show salary slip.

Yes and no, I think it'll depend on how much you impress them during the interview and also your experience. That is why people say, don't be a jack of all trades but master of none. Master 1 single industry or role and be so good that people are willing to pay more to hire you. We may think people do not know but the industry is small. If you're really good in what you do, it's just a matter of time before someone take notice and contact you.

And, usually one don't talk about salary during the interview (for higher level roles/ jobs). Salary bargaining only comes in when you're pretty much the final candidate or the final few, and (almost) being offered the job. No doubt, if an employer brings up money in the first interview, think twice.

Even if you're desperate, don't show it