I've read that you can't / shouldn't spray multiple coats of matte clear and it should always be glossy first and only the last spray being the matte. Is that true??
No, not IMO or IME. Satin poly has been my preferred finish on necks the past few years and I spray 12 coats (with a gun) and they come up great. Not sure why you would put gloss under satin (or matte). However I have applied gloss over satin on the face of headstock for aesthetic reasons.

If i don't use any glossy first and just spray a few coats of matte clear, should i level sand the black first or just leave everything?
If you have orange peel or other defects in the colour coat, then I would suggest levelling it, but go any finer than P320. You need to abrade the surface as well as level so the top coat will mechanically bond. So don't "polish".
The clear coat will more or less "follow" the topography of what's under it. That said, a matte top coat will be more forgiving than going for a high gloss. Especially with black. If the colour coat is already pretty flat (level) you may not need to sand.

Should i rub the final matte coat with anything, like 0000 steel wool or will it be nice and flat anyway?
I avoid having to do anything to the final coat of a satin finish. As soon as you start rubbing it with any abrasive it loses it's natural appearance IMO. More than once I have applied "the last coat" several times in order to achieve as near to perfect as I can get.

And last but probably MOST IMPORTANT: DO NOT USE STEEL WOOL!!!
I don't even keep it in my shed let alone let it near a guitar. Use synthetic sanding pads. They're available in a range of abrasive grades as well as an equivalent to 0000 steel wool. Brands available in Australia (don't know where you're located) are 3M, BearTex and Norton.

The small steel fibres inevitably get into your finish coats not to mention getting into pickups and electronics and raising holy hell.
There have been cases of steel wool fibres being responsible for killing pickups. So NEVER use steel wool to polish your frets on a finished, fully assembled guitar. Or simply EVER.