=> You nameservers designate where your website is hosted.
=> If your hosting is with GoDaddy everything is now conveniently under one roof. You don't have to use a different website. You just have to make sure that your domain reflects the hosting name servers where your website resides. You can find out how here.
=> Yes, you can transfer your .com domain. You'll want the primary domain for the website to have the name servers (your co.uk?) and then any other domains only need to forward to that.