I'm the owner of Intel Power Gadget on macOS.
Which core's frequency and temperature are shown by the Intel Power Gadget tool?
On any Intel processor prior to Icelake, all cores run at the same frequency. In the current version of Power Gadget, frequency is read from a package scope register, so it's not reading a specific core's frequency. A future version of Power Gadget will measure frequency on all cores.
At present Power Gadget measures temperature at the package scope, although there are core scoped temperature readings provided by the hardware. I haven't seen any particular need for core scope temperature readings, but let me know if you have a justification for that.
How can I observe the frequency of all the independent cores on my MacBook?
Because you are running on a pre-Icelake system where all cores are running at the same frequency, there is no need to observe the frequency of cores independently.
Can the Intel Power Gadget be configured to do so?
In the current and older versions of Power Gadget there is no mechanism for reading frequency on all cores, even if you were to use the public API. However, a future version of Power Gadget will provide this capability.