Moderated Mediation Hayes PROCESS Model 7 Questions

I am working through a dataset and have a few questions about some of the output:

In a moderated mediation (Model 7), does the direct effect of X on Y need to be significant? (I know it's not required in mediations, but I'm not sure about moderated mediations).

How is it possible for the interaction between X and W to be significant but the conditional indirect effects of X on Y at both levels of the moderator are nonsignificant? This is especially confusing because the final test that tests the equality of the levels of the moderator indicate a significant difference (CIs don't cross 0).

I'm reading through the Hayes book now, but I haven't come across an answer to these questions as of yet. My only thought is that it might be a power issue. I have included the output in the link in this post. Any insight would be greatly appreciated.