Short answers, pulled from the story.
The Rule of Two is a law established by Darth Bane stating there must be only two Sith Lords at any time: a master to embody power and an apprentice to crave it. Each apprentice was expected to eventually challenge and kill the master and then take an apprentice of their own. Bane created this rule after engineering the destruction of the Brotherhood of Darkness to end the infighting that had repeatedly undermined the Sith.
Sith lightsabers are red because their kyber crystals have been unnaturally corrupted through the dark side, a process described as making the crystal "bleed." This corruption also affects the sound of the lightsaber's ignition, giving it a harsher hiss compared to the Jedi variants, which come in blue, green, purple, white, and yellow.
The Code of the Sith is the guiding philosophy of the order, beginning with the declaration that peace is a lie. It holds that passion yields strength, strength yields power, power yields victory, and victory breaks chains. The code treats conflict as the fundamental reality of the universe and rejects any pursuit of lasting peace as both futile and misguided.
Ajunta Pall was the first being to hold the title Dark Lord of the Sith in the Legends continuity. He was the strongest among the exiled Dark Jedi who settled on the planet Korriban after being cast out from the Jedi Order during the period known as the Hundred-Year Darkness, around 6,900 years before the Battle of Yavin.
Darth Sidious returned by cheating death through powerful mastery of the dark side of the Force. He led the Sith Eternal cult on the hidden world of Exegol and commanded a fleet of Xyston-class Star Destroyers called the Final Order. He was killed for the final time when his granddaughter Rey deflected his Force lightning back at him using the two Skywalker lightsabers.
Darth Maul survived being cut in half by Obi-Wan Kenobi and ended up on the junk planet Lotho Minor, where he built a spider-like lower body and descended into madness. His brother Savage Opress found him there twelve years later during the Clone Wars. After the Nightsisters gave him new robotic legs, Maul took over the planet Mandalore before eventually being killed by Obi-Wan Kenobi in a final duel on Tatooine.