Can I use another url instead of "User Profile (mandatory!)"?

Not sure what you mean. No, that URL is mandatory. It is the only URL for accessing profiles.

if I'm not login, I have this:

That's due to the viewing user not having access to profiles. You could use CB Auto Actions with a Redirect action acting on the onBeforeUserProfileAccess with User set to User and Access set to All Non-Registered Users then adjust the redirect url to whatever you like. This should redirect away non-logged in users. CB Auto Actions however requires a professional subscription.

This exact use case? No, but we've some tutorials below in addition to some videos. However, CB Auto Actions is not available with an Advanced subscription; you would need a professional subscription for this to work.

www.joomlapolis.com/support/tutorials/107-use-cases
www.youtube.com/playlist?list=PLp0puRITgC7McQcw0Sli1qfSUQGwmflzi

The alternative is to modify the core code and hardcode in the redirect in comprofiler.php, but I can not provide help regarding this as we do not support core edits.

You could also try not having a public and published Joomla menu item to CBs profile page and instead have it marked Registered to let Joomla access controls block access to the Itemid, but this may cause issues with other things that depend on that Itemid.

You would need a redirect action on the onBeforeLoginFormDisplay trigger. However, you appear to be using a significantly out of date release of CB Auto Actions and likely older CB release so I've no idea if that trigger even exists on your install.