1. You are right, and a real purist might try to restructure your sentence: They also provide for those animals a shelter where... . However, most people would have no problems with the sentence as it is written.
2. Which is the correct pronoun for animals. However, some people anthropmorphise animals. In the context of this paragraph, who does not appear strange.
3. Although it is fairly clear what the writer intended, this sentence could be understood to mean that it is the focus on rescuing animals which is horrible. To avoid this misreading one could recast the sentence. One way would be: They really do focus on rescuing animals who are being abused by people; such abuse is horrible,
4.butalso - and also. The writer is adding a thought here, not making a contrast. But also would be fine in: .. and they're not only being protected from being abused but also (4) protected from the weather outside. Or: ...and they're protected not only from being abused, but also from the weather outside.

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