I'm afraid i don't see any integrations on the marketplace. While integrations are plenty possible in Kentico thanks to it's very flexible api and hooks, you will need to either create your own integration or utilize one of the many Kentico Partners who do these specialized tasks as their profession.
From a development standpoint, for item "A" it would involve either using the integration bus to detect contact group changes and push them to Dotmailer, or use the Object Change Global event hook to detect when there is an insert, update, or delete on the CMS.ContactGroup (or whatever the object name of it is) to then do the ingration.
For item "B" it would depend on where you want to store the Dotmailer trakcing, if there's a place in Kentico to store this already then you can use Kentico's API to update Kentico based on the Dotmailer api, if not then you'll want to create a Custom Module and create your own classes that will house this.
Check the Documentation, there's a lot in there.