You misunderstood ;) "Estar alejado de algo" means something like You are far away from something. And it's used in a continous or in a "set" way. "Nos estamos alejando" <- We are getting far away (from something)". I hope you understand now :)

Yes, is correct. But is more like "we're getting away (from someone or something)".

Isn´t incorrect, but "alejados" isn´t just for behind, also can be next or in front of, you use "alejados" to express that something isn´t close to you