1) Their are several theories about the Dajjal. Some say it is a person others say it is a system. Either way we have to focus on building our faith so that we can protect ourselves and our faith from the Dajjal.
2) The Dajjal system will make its way in Mecca and Madina as well. There won’t be a location that is secure from the Dajjal.
3) If refusing the covid vaccine will cause harm and anger to your parents then yes it becomes haraam to not take it. Furthermore it is the wise thing to do as the grand scholars are asking people to take it.