That's definitely strange! Where are you adding the global_css? It should either go in your prodigy.json or in the "config" returned by your recipe function. If you've added it to your recipe function, double-check that you don't also have a conflicting value in the prodigy.json – otherwise, that would end up overwriting the recipe defaults.
By default, they shouldn't. You can have labels in your data that are not part of the selectable options you pass in via --labels. (Whether that's a good idea kinda depends on what you're doing – it would mean that you couldn't remove and re-add an existing label if it's not in your label options.)