no, I have never played spyro game that has foward and back moving sprites, unless it's a 3D game, but that's a whole different thing. I believe that you have to create the sprites by yourself or ask someone
Not really, I have never used RPG maker, but ofcourse you can try.
Also you can try to make your own fangame with Game Maker 8 Game maker is difficult to use at start but the more you use it and try stuff, the more you will learn from using it. So far i have made a game where you have to control a ball with arrow keys and avoid hitting moving objects and walls. I have tried to make more complicated games too but... I have failed. You should also read tutorials. If you download game maker be sure you download it from yoyogames. You can also find official tutorials there.
By saving the image as a jpeg you cause it to become completely useless, and it cannot be reversed, I sincerely hope you have a version of this that was never ruined in such a way as these are well organized are beautiful sprites, and it would be a shame if you had to re-rip them