Most of these questions seem predicated on a fair bit of ignorance about the natural world.
How did the hummingbird develop into such a high-metabolic bird? Why are there not many other birds similar to it?
Not many birds? A quick Wikipedia search tells me that there's as many as 340 species of hummingbird, organized into two subfamilies.
If the mechanism didn't work until fully formed, think of the extra baggage it would have been.
In regards to bombadier beetles, there's hundreds of species of beetles with ealier versions of the bombadier mechanism. They don't, as a rule, tend to blow up.