#2
if they sound the same to you,then you really need some ear training.
wah pedal- is simply wah wah wah waaaaa wah wah.
just listen to metallica live kirk tends to overuse it.

expression pedal manipulates the volume
#3
Usually you can choose what the expression pedal does.Volume,wah and pitch shift(think whammy bar) are the usual suspects.
#4
a wah pedal is an expression pedal. an expression pedal is a pedal you manipulate by rocking back and forth. the most common are wah and volume, but there are others out there. there are wants for roto-vibes, phasers, and tremolos. you can also hook expression pedals to some other pedals to control some of the parameters. like moog pedals allow expression pedal control of most of the parameters on the top of the pedal.

in other words, the expression pedal may be acting as a wah pedal, which is why it sounds like a wah pedal.