For your first question, yes, there are a lot of strategies you could use to scalp with 500$. You could go ahead and master elliot waves and mix it with the macd. a follow a guy called anil mangal on youtube. he will teach you a lot. however, mangal doesn't scalp but his strategies can also be used for scalping.
for your second question, If you really wanna scalp, I'd suggest you don't use leverage and look at the bigger picture on a larger timeframe before taking any trades. this helps prevent an unfortunate scenario of the market turning against you.
For your third question, nop, scalping is not worth it. I currently make almost 100% per month because every time, you have a couple of cryptos that pump way more than others. my job is to find those currencies and trade them. However, scalping in crypto is too risky. one week, you make 20% and the other week, you lose 30%. there are a lot of immature traders in crypto and this has made it so darn hard to scalp long-term. I'd suggest you look at the medium-term picture and not scalp. the future market will reward you for that.
for your third question, I'd suggest you use binance. it has a lot of volatile pairs and is currently the best exchange. other suggestions include Huobi and bitfinex.