Is a concave pentagon having three collinear vertices possible?

Yes. For example, draw the letter M with a line across its bottom. That is a pentagon. Draw it so that the bottom left corner and middle of the valley point and the top of the right peak are all in line.

no

It can't have three collinear vertices, which is readily proven. The intersect of a convex solid and a space is a convex region in that space. Any line that passes through it produces a single line segment, bounded by no more than two points.