Goblin Gate is my active location so ambushing enemies make an immediate attack. Am I correct in assuming that a) I can select a character to defend against this attack and b) the ambushing enemy will make a second attack this round during the regular combat phase? This is how I have been playing and I think it's correct but just wanted to get a further opinion.

That's my understanding of how Ambush was intended to work, yes.

Yes, that is correct.

Nate confirmed that "immediate" enemy attacks resolve just like "normal" ones initiated during the combat phase. Nothing in Goblin Gate's text negates the normal attacks enemies will make during the combat phase. So, enemies that ambush a player via Goblin Gate's text will effectively attack twice that round.