"That no religion shall be established by law; that no preference shall be given by law to any religious sect, society, denomination, or mode of worship;" I don't think that Roy Moore's setting up a monument in his courthouse qualifies as a "law". My understanding is that judges can't pass laws.
He made no unconstitutional law and he violated no law.
Yes, but he was in fact saying that something had already happened that had never happened under US or Alabama constitutional law.