If your application for Advance Parole is denied, you will receive a letter that will tell you why the application was denied. You will not be allowed to appeal a negative decision to a higher authority. However, you may submit a motion to reopen or a motion to reconsider with the office that made the unfavorable decision. By filing these motions, you may ask the office to reexamine or reconsider their decision.
Yes, if you depart the U.S. after being unlawfully present in the U.S. for a certain period, you may be barred from admission, even if you have obtained Advance Parole.