1. Does that mean that Command March in Devastated region costs Romans 0 resources?
Reading the text literally, yes; I don't think we can interpret it in other ways because it doesn't specify which "type" of Marches (and so it applies to all your Marches, in Devastated and non-Devastated regions), not decreases the costs by a given amount: it says "0 Resources".
2. Does that influence in any way the need for units to stop once they entered the devastated region?
No, the Unshaded Capability affects only March's cost, nothing else.
Hopefully the above is not too wrong