Here's what probably happened. Your bucket didn't have a tight seal on the lid, it did ferment and the gas just escaped out the sides of the lid vice the airlock. It's happened before, and it's not an issue.
As for dry-hopping, personally I'd just throw them in the carboy. When you rack, cover the end of your racking tube with a mesh bag/paint strainer to filter out the hops. If you want to keep them in a bag, just soak the bag in sanitizer prior to putting the hops in it. Keep in mind that hops expand like crazy and you might have a hell of a time getting the bag back out of a narroy carboy neck if you put them in a bag.
Make Beer, Not War.