Span#setLabel(String, Number) doesn't work

No, there is no way to change that through Java code currently.

With 0.02 it means that you will get traces for 2% of your requests, which can be low depending on your usual transaction rate. With your local setup you should use 1.0 instead and check again.

We already had discussions about this in the past, and one of the issues is that it's hard to do that with distributed tracing, as we need to keep the sampled traces consistent across all services.