Exactly. If $f$ and $g$ are smooth enough, then the extremums of $H(x)$ occur at $H'(x) = f'(g(x)) g'(x) = 0$, i.e., either at solutions of $f'(g(x)) = 0$ or of $g'(x) = 0$. For the former case, $g(x)$ appears as a point of extremum of $f$, that is, we are treating $g$ as an independent variable.
You meant $H'(x) = f'(u(x)) \bbox{u'(x)}$. Treating $u$ as an independent variable, solve $f'(t) = 0$ first for whatever $f$ you have in mind, and then solve $u(x) = t$ for $x$. In this process, you'll get $f'(u(x)) = f'(t) = 0$, hence $H'(x) = f'(u(x)) u'(x) = 0 \cdot u'(x) = 0$ and thus retrieve an extremum of $H'(x)$.
Yes, you can. $(\sin(\cos(x)))' = -\cos(\cos(x)) \cdot \sin(x)$. Assume that the extremums occur at $\cos(\cos(x)) = 0$, solutions of which occur at $\cos(x) = n\pi/2$ for odd integers $n$. But then $n\pi/2 \notin [-1, 1]$ for odd integer $n$, so there are no solutions. Thus, the possible extremums can occur only at the solutions of $\sin(x) = 0$, i.e, $x = n\pi$ for integers $n$.