They can grow mold but they shouldn’t if you care for it properly.
That is why the sponges need to be dry before putting it into a container. If the container is airtight, you are just trapping the moisture in with your sponge if it’s damp. Mold needs moisture to grow so the best way of preventing this is to let it dry completely after you wash it before putting it away.
For complexion steps, having it look like skin is actually the goal. Ideally, it shouldn’t be immediately obvious that you have layers and layers of makeup on. It’s absolutely not a problem that people cannot tell you have concealer or foundation on, unless it’s actually sliding off the areas you want concealed. So unless your spots are visible through the makeup, you are probably applying it really well.
If you still feel that your face looks flat (as in 1 dimensional and undefined), then you might need a darker bronzer/contour. Or it might just be too matte. Matte finishes can make you look flat because light doesn’t bounce off the high points of your face the way it would with bare skin or something with a dewy finish.
Setting spray is usually used as a last step, not after every step but I don’t think there’s a hard and fast rule that you can’t either. I just think it might be overkill.
If you really want to look like you’re wearing makeup, just go dramatic with the eyes. You will look instantly made-up with a dark smokey eye. I wouldn’t change anything with the skin.