They could have said whatever they wanted. He was not going to allow them to leave the union.
No, but if they'd freed their slaves, or even put freedom on the calendar, Britain and France would have recognized them, broken the blockade and they would have gained their independence.
But the problem was that the reason they wanted independence was to protect slavery, so independence without slavery was irrelevant. The CSA Congress debated the issue of whether to free even the slave soldiers they were recruiting as late as well into 1865, when most opposed the idea despite the utter peril of the times.
Also, of course, had they freed their slaves they would have had no terribly important reason to leave the Union in the first place.