Since you are nowhere near the phase-out limits, your maximum Roth IRA contribution is limited by compensation, not by AGI. Assuming that you are not self-employed (which seems to be a reasonable assumption since you are not using the Self-Employed version of online TurboTax), your IRA contributions for 2021 cannot exceed the total shown in box 1 of any Forms W-2 you received. However, you indicated a penalty of $245 on your filed 2021 tax return, so apparently your AGI consists entirely of your W-2 wages and nothing else.
You'll need to amend your 2021 tax return, but you'll want to wait until your original filing has been processed. When doing the amendment in TurboTax, go to the retirement contributions section under Deductions & Credits, make sure that you have entered the $6,000 original contribution, then when TurboTax indicates that you made an excess contribution tell TurboTax that you had $4,010 of the contribution returned. TurboTax will prompt you to prepare an explanation statement where you'll indicate that you had $4,010 of your contribution returned but the adjusted amount distributed was only whatever amount was distributed due to investment losses. The explanation statement will take the place of the Form 1099-R so you can just ignore the 2023 Form 1099-R when you receive it.
Regarding your specific questions:
1. You must file an amended 2021 tax return to receive a refund of any excess taxes paid. However, TurboTax will remove the Form 5329 that had reported in Part IV the excess Roth contribution and penalty, so you'll have to prepare the corrected form 5329 manually so that you can show that $0 was the actual excess contribution and that $0 is the actual penalty. In your mailing you'll include that form along with Form 1040-X and your explanation statement. The Form 1040-X will only show a change to Other Taxes on line 10. All the other lines will show no change.
2. In response to your amendment, the IRS will refund of the penalty paid (or not originally refunded if you had an original overpayment of taxes, which seems unlikely) with your original filing.
3. There is no 10% penalty on the amount distributed as this return of contribution. Only taxable amounts are potentially subject to the early-distribution penalty. With no taxable earnings, none of this return of contribution is taxable.
4. The loss will only be reflected in your explanation statement. It will appear nowhere else in your amendment. Your AGI does not change.
5. You'll report the contribution for 2022 and it's return in 2022 TurboTax the same way that you'll report it with your 2021 amendment, only the amounts will be different in your explanation statement. With a loss, you won't actually have to enter the Form 1099-R. You can enter it, but it won't affect your tax return.
