The Form I-130 and Form I-129F are filed with the USCIS Service Center with jurisdiction over the U.S. citizen's place of residence.
No, you do not need to submit Form I-864, Affidavit of Support, until you adjust status to legal permanent resident in the U.S. The Form I-134, Affidavit of Support, for nonimmigrant visas may be deemed appropriate by the consular officer.
No, you will not be denied the K-4 visa because your name is not listed in the
Form I-129F, Petition for Alien Fiance, filed by your K-3 parent. This is true as long as you are able to establish that you are the minor, unmarried child of the applicant issued a K-3 visa.