Yes, you can set your ads to be free to list, and with some minor code change you can customize the theme so that users aren't required to register first. (There are other members of the CP community who are doing this, with a quick member shared tutorial within the forums).. But to clarify, the out-of-the box theme requires user registration.
The search field will search by location when you type in the location you require - so this will work. There are plans for a future release of ClassiPress to improve on this with a custom filter widget (however this is not currently available).
Yes, you can customize the ad form and set the field values so that Russia is the only available country options, and the same with the default USA states, you can update the field values to that of your country. The custom ad form will allow you to add and remove whatever fields you wish. This is all managed from within the ClassiPress admin dashboard without any code changes required.
You can find prices for the ClassiPress licences
here