What is the behaviour of $h_G(n)$? Is it true that $h_G(n)/n\to \infty$ for every graph $G$ with chromatic number $\aleph_1$?
On the other hand, Erdős, Hajnal, and Szemerédi proved that there is a $G$ with chromatic number $\aleph_1$ such that $h_G(n)\ll n^{3/2}$. In [Er81] Erdős conjectured that this can be improved to $\ll n^{1+\epsilon}$ for every $\epsilon>0$.
See also [74].
The answer is no, as independently shown by Schipperus [Sc99] (published in [Sc10]) and Darby [Da99].
For example, Larson [La00] has shown that this is false when $\alpha=\omega^{\omega^2}$ and $n=5$. There is more background and proof sketches in Chapter 2.9 of [HST10], by Hajnal and Larson.
If the sets $A_x$ are closed and have measure $<1$, then must there exist an independent set of size $3$?
Erdős writes in [Er61] that Gladysz has proved the existence of an independent set of size $2$ in the second question, but I cannot find a reference.
Hechler [He72] has shown the answer to the first question is no, assuming the continuum hypothesis.
This is true, and was proved by Chang [Ch72]. Milner modified his proof to prove that this remains true if we replace $K_3$ by $K_m$ for all finite $m<\omega$ (a shorter proof was found by Larson [La73]).
The first open case is $\beta=\omega^2$ (see [591]). Galvin and Larson [GaLa74] have shown that if $\beta\geq 3$ has this property then $\beta$ must be 'additively indecomposable', so that in particular $\beta=\omega^\gamma$ for some $\gamma<\omega_1$. Galvin and Larson conjecture that every $\beta\geq 3$ of this form has this property.
See also [590].
Every graph with chromatic number $\aleph_1$ contains all sufficiently large odd cycles (which have chromatic number $3$), see [594]. This was proved by Erdős, Hajnal, and Shelah [EHS74]. Erdős writes that 'probably' every graph with chromatic number $\aleph_1$ contains as subgraphs all graphs with chromatic number $4$ with sufficiently large girth.
Whether this is true for $G_1=K_4$ and $G_2=K_3$ is the content of [595].
This was proved by Aharoni and Berger [AhBe09].
Larson [La90] proved this is true for all $\alpha<2^{\aleph_0}$ assuming Martin's axiom.