Q1 is a bit ambiguous as Al Jolson's first full length film was shown in 1927 and another in 1928. The Singing Kid was shown in the mid 30s.
See: http://en.wikipedia.org/wiki/Al_jolson
The film Swanee River was made in 1939 I believe.
The painting, actually called 'At the Moulin Rouge' is, as far as I know, at the Art Institute in Chicago..