It's about 6-7 times further out than the heliopause. (The heliopause is far from spherical, since the Sun is moving relative to the ISM, but from the close part of it.)

No, black holes aren't considered stars. Those super massive ones are enormous, though - the radius is linear to mass, and a 1 solar mass black hole has a radius of 3 km. So a 40 billion solar mass black hole would have a radius of about 120 billion km! Which is about 20 times further out than Pluto is, on average.

Are you talking about volume here, or mass? If volume, then the biggest ones we know ARE indeed at the end of their "life", up at the top-right corner of the Hertzsprung-Russell diagram. To know the radius of a star, you need to know its distance, which there are different ways of working out, some more precise than others. In the case of VY Canis Majoris, one of the largest stars known, there's a very precise radio parallax distance measure from the VLBI. Once you know distance, how bright it appears to be, and the temperature (these second two are relatively straight-forward and easy to measure from Earth) you can work out how physically large the star has to be to produce the observed amount of light from the Stephan-Boltzmann law.