He sure as heck wasn't mimicking a type of sorrowful emptiness when he lost Lal. For an emotionless android, I was really expecting him to shed a tear (which goes to show how powerful that episode was).
I don't remember him displaying any emotion after losing Lal. In fact, he showed none when the crew offered their condolences to him and when he was with Lal after she shut down.
Not overtly, no. But if you rewatch the scene, when he takes his station he starts typing but stops suddenly and arcs his head upward, as if he just realized, and became confused with, what had happened -- so he was clearly affected by Lal. The camera lingers on him quite a bit while he essentially looks into space (aka the void, or oblivion as Data mentioned earlier), and that specific shot and angle strongly implies from the director that he felt something. It's these nuances that often represent the character's thoughts, rather than sledge-hammering us with a crying, whiny, overly-sentimental Data from Generations. Whenever Data does a task, he only stops when something is extraordinary.
Admittedly, you have to interpret the scene with a certain amount of silent context, but it's a wonderfully subtle piece of acting for Spiner, who found a way to inject a considerable amount of emotion into a machine, to the point of touching the audience.