A black hole is a region of spacetime separated by an event horizon, which means no signals from the interior can propagate outward, no matter how long one waits. Locally, there is nothing special about the event horizon; if you fall in a black hole, there is nothing marking that you've crossed and no local experiment (short in space and duration) that will tell you that you are already doomed. The most important conceptual observation here is that a 'black hole' means is defined not by the local conditions, but by the structure of spacetime on a larger scale.
That means that thinking of black holes as essentially determined by some particular density is a mistake. This bears out if you look at the density of a simple case of a Schwarzschild black hole: the larger the black hole is, the less dense it is (though for volume, some caveats apply). There is not magical 'density point' for black holes; whether something does or doesn't form a black hole is determined by global conditions of spacetime.
EDIT: @zibadawa timmy's point regarding uniformity is very relevant. Since all points in space are equivalent, there is no special point around which an absolute event horizon could form to enclose it in an observer-independent manner, and thus no black hole. This is the most important difference in which the large-scale structure spacetime in Big Bang solutions is very different from stellar collapse scenarios.
1) If all the matter and energy were concentrated at a single point at the big bang, why wasn't that a black hole, or why didn't it form one?
Matter and energy wasn't necessary concentrated at a single point. There only Big Bang cosmologies for which that is even a workable analogy is those involving a closed universe, which is definitely not all of them. But that's a separate misconception.
But as far as we know, the local density at every point did diverge to infinity in the finite past. So it still makes sense to ask why didn't that cause the formation of a black hole. But the answer to that is simple: it didn't because there is no reason for it to do so, as the magnitude of the local density is not relevant.
The question is why didn't a black hole form out of all the matter and energy after the big bang?
We don't need a special mechanism for preventing it because there's no general reason for it do become a black hole in the first place.
I qualify with 'general' here because there is a sense in which a closed universe cosmology is already like the interior of a black hole, and the universe as a whole could even recollapse as a Big Crunch, mimicking the more ordinary kind of stellar collapse into a black hole. The Big Crunch is empirically ruled out by the discovery that the cosmological expansion is accelerating, though.
Thus, again, whether or not it forms (something like) a black hole depends on the large-scale structure of spacetime, not however large or small the local density becomes.