The examples you gave are correct. However, it is often more natural for us to say Excuse me, I didn't understand that, could you repeat it? Other options are - Sorry, I didn't catch that, could you repeat it. - or just "sorry, could you repeat that" - "what?'" - is considered a little rude. As a child you would be corrected to say "excuse me"

Formal: "I am sorry. I didn't understand what you just said. Would you kindly repeat it?" Informal: "What? Say again? I didn't catch what you said."

Dipende da cosa vuoi dire . In realtà sono entrambi giusti ma io ad esempio uso il presente se non sto capendo il discorso in generale, come direi in italiano del resto “scusa non capisco/non sto capendo”, ed il passato se non ho capito una parola o se mi ha fatto una domanda che ho compreso. Anche in questo caso è come in italiano “scusa, non ho capito.... cosa vuol dire la tal parola?”