Hi I would suggest mild oil like coconut oil for babies, use a good moisturized soap like Bioderma Atoderm https://bit.ly/324BUu1 , I dont even use creams for my daughter.

Yes, you can use olive oil . But my baby was allergic so just check..

You can massage your baby everyday but make sure your massage in time does not exceed more than 10 to 15 minutes in winters you need to be very very careful