I'm not understanding loops while nested

I'm having trouble understanding this code, because I do not understand how it behaves in 'while' loops, it follows instructions after the code.

Obs1: I'm learning programming logic still, so       I'm "hitting head" with simple codes.

Obs2: The code is correct, I just need to understand the code flow.

Obs3: the '#' with the number in the code represents the questions.

#!/usr/bin/python3

primeira = []
segunda = []
terceira = []

while True:
    e = int(input("Digite um valor para a primeira lista (0 para terminar):"))
    if e==0:
        break
    primeira.append(e)
while True:
    e = int(input("Digite um valor para a segunda lista (0 para terminar):"))
    if e==0:
        break
    segunda.append(e)

duas_listas = primeira[:]
duas_listas.extend(segunda)

x=0
while x < len(duas_listas): #1
    y = 0
    while y < len(terceira): #2
        if duas_listas[x] == terceira[y]:
            break;
        y=y+1 #3
    if y == len(terceira): #4
        terceira.append(duas_listas[x])
    x=x+1
x=0
while x < len(terceira): #5
    print("%d: %d" % (x, terceira[x]))
    x=x+1

1 - In this first check I understood, because the list contains data, then for me it makes sense x to be smaller than the length of the list.

2 - Here, since y is 0 (zero) can be less than the length of the "third" list and the "third" list is empty ?, ie zero is less than zero?

3 - Because the code did not increment y = y + 1 where y = y + 1 is the next line after break.

4 - If the len () method counts FROM number 1 when it contains data within a list, when a list does not contain its value and zero?

5 - Here I understood, the while loop goes through each item in the "third" list and prints the value of each item.