Whipping in this case is a maneuver whereby the speed and hence momentum of a skater is increased by pulling them forward past an the already fast moving person performing the whip. In Harley's position she would be whipped by Huntress, causing her to pass Huntress and be moving faster.
There's a basic description under Strategy and Tactics\Jamming on the ...
Harley has personified as "girls" anatomical features of mammal females on her chest region that would be prone to bullet hits unless protected by a bulletproof vest. This may be slang used by real human females too.
All in all, it's just a nickname she gives him, just like some people call their loved ones "honey" or "sweetie".
Out-of-universe, there doesn't seem to be any special reason. It predates the DCEU and the comics, Harley Quinn having debuted in Batman: The Animated Series. When Dr. Harleen Quinzel became Harley Quinn, her very first line contained it:
Those aren't the police, those are Roman Sionis' goons. The next time we see Harley (chronologically speaking) is at timestamp 41:40, surrounded by the same thugs, being held in Roman's basement under the Black Mask club.
The "him" that she's referring to would be Roman himself.
Because that’s her nickname for him. She calls it him several times in Suicide Squad, for example:
Harley Quinn: Puddin'! You got all dressed up for me?
The Joker: Oh, you know I'd do anything for you.
She even wears a “Puddin” choker.
The question is more appropriate to English Language exchange, but 'Wander in' means to walk in casually.
As per Webster's definition;
Definition of wander
1a: to move about without a fixed course, aim, or goal
1b: to go idly about : RAMBLE
In this instance it is being made clear that the Golden Lions turning up at the bank ...