Hi @Ran,
@Espen has covered the main troubleshooting steps here 
On the powering front, I would note that we generally recommend a 5V6A BEC that directly powers both the Raspberry Pi and the Pixhawk (some further notes here). Many other regulators have a lower current capacity, and it can also be problematic to power the Pixhawk only via the Raspberry Pi USB port because it can end up drawing too much current and under-powering the RPi.
The error messages in your post aren’t particularly insightful in this case - Companion tries to configure any connected USB device as a Ping device in order to detect valid ones (hence the “unable to identify” portion), and Navigator is a different type of autopilot board that we check for.
Nope, Pixhawk 1, which is unfortunately no longer manufactured.
Hopefully you’re not in need of a new one, but if yours ends up being defective or something then you can contact support@bluerobotics.com to sort out a replacement.
Pixhawk 4 can also work, although the setup isn’t quite as simple. We’re also finalising testing of our own autopilot board, which should hopefully be releasing reasonably soon.