Yes you do need both passes.
Yes you do, two separate passes
Yes, Hogwarts Castle is in Islands of Adventure & Diagon Alley is in Universal Studios. They are two separate parks. If you want to ride Hogwarts Express between the parks you will need a park to park pass.
I can't say because we had a two park pass.
Yeah, its essentially one big park. The two Harry Potter parks are seperated by the train ride. Each individual park is accessible through the main Universal Park, one from going left around the park (through Jurassic Park area), the other from going right (past Simpsons land).
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