another option is to set az.rcParams["plot.density_kind"] = "hist" which might be a bit more robust. If a chain is stuck for example it is not possible to compute the kde. I think this answers the last question about histogram as default. You can also set that in your arvizrc file, all available parameters can be found at https://github.com/arviz-devs/arviz/blob/main/arvizrc.template, some documentation on them at https://oriolabrilpla.cat/en/blog/posts/2020/rcParams.html
There is no way right now to pass bw argument to kde via plot_trace, but a PR would be welcome.