If I play an Action that lets me play another Action, such as Confidence, does that Action count as the extra one that Menasor lets me play?

No. If another card lets you play an Action, that won’t count for Menasor. You can play that Action and then another one for Menasor.

Does the Action I play have to be one of the cards I drew?

No. You can play any Action in your hand after you scrap 2 cards from it.

What happens if I have no other cards in my hand when I play Confidence?

You’ll draw 2 cards and them immediately scrap them. You won’t be able to play an Action because your hand will be empty.

What happens if I have no other cards in my hand when I play Confidence?

You’ll draw 2 cards and them immediately scrap them. You won’t be able to play an Upgrade because your hand will be empty.

I have a team of all Autobots, including Captain Wheeljack in bot mode. I play Brainstorm, and as the first action, play Confidence. Do I play my second action for Brainstorm now, or do I resolve Confidence first and play an action via Confidence? Either way, this will trigger Captain Wheeljack’s "When you play your third action" ability. Do I draw the card for that immediately, or do I wait until all the actions played via Confidence and Brainstorm have resolved?

Finish Confidence first (including possibly playing another action), then play your second action for Brainstorm. After that’s done, all abilities that triggered while Brainstorm was resolving happen in an order of your choosing.