>-does the temperature of the oil turn it into saturated and trans fats?

At the conditions used for normal cooking, no. Oils can be turned from unsaturated to saturated, but it requires temperatures, pressures, and reactants that aren't available for normal cooking.

>-why is the calorie count higher? Is it bc the food is immersed in such a large amount of oil?

That is exactly right! The way frying cooks food and makes it crispy, whether pan, stir, or deep frying, is to bring the oil to a high temp. 375°F roughly. This is significantly hotter than the 212°F boiling temperature of water. So whenever the water in the outer layers of a food meets this hot oil, it immediately flashes into steam. This rapid expansion of gas creates pockets that the oil can flow into. With shallow frying methods, such as pan or stir fry, there isn't enough oil to really fill up these pockets. But with deep frying on the other hand, the food is in a pool of oil, meaning all those little pockets can fill back up and absorb a ton of oil.