The Emancipation Proclamation only applied to the States that were in the Rebellion, not the rest of the Union. The preliminary proclamation was issued in September of 1862, but it didn’t become official until January 1st, 1863.
You are correct. The Emancipation Proclamation did not free all slaves in the United States. Rather, it declared free only those slaves living in states not under Union control. William Seward, Lincoln’s secretary of state, commented:
“We show our sympathy with slavery by emancipating slaves where we cannot reach them and holding them in bondage where we can set them free.”
Lincoln was fully aware of the irony, but he did not want to antagonize the slave states loyal to the Union by setting their slaves free. Lincoln was a practical politician.
As for his opinion on blacks:
“I will say then that I am not, nor ever have been in favor of bringing about in anyway the social and political equality of the white and black races – that I am not nor ever have been in favor of making voters or jurors of negroes, nor of qualifying them to hold office, nor to intermarry with white people; and I will say in addition to this that there is a physical difference between the white and black races which I believe will forever forbid the two races living together on terms of social and political equality. And inasmuch as they cannot so live, while they do remain together there must be the position of superior and inferior, and I as much as any other man am in favor of having the superior position assigned to the white race. I say upon this occasion I do not perceive that because the white man is to have the superior position the negro should be denied everything.”
Fourth Debate with Stephen A. Douglas at Charleston, Illinois, September 18, 1858
(The Collected Works of Abraham Lincoln edited by Roy P. Basler, Volume III, pp. 145-146.)