(1) To prove $f(x)$ is an odd function, we will show $f(-x) = -f(x)$ for all $x \in \mathbb{R}$.

First, let $x = y = 0$. Then, we have $f(0+0) = f(0) + f(0)$, which simplifies to $f(0) = 2f(0)$. Hence, $f(0) = 0$ since the only solution to this equation is $f(0) = 0$.

Next, let $y = -x$. We then have $f(x-x) = f(x) + f(-x)$, which simplifies to $f(0) = f(x) + f(-x)$. Since we have already shown $f(0) = 0$, it follows that $f(x) + f(-x) = 0$ and thus $f(-x) = -f(x)$.

Therefore, $f(x)$ is an odd function as for all $x \in \mathbb{R}$, $f(-x) = -f(x)$.

(2) To prove $f(x)$ is a decreasing function on $\mathbb{R}$, we will show that for any two numbers $x_1, x_2 \in \mathbb{R}$ with $x_2 > x_1$, we have $f(x_2) x_1$. Then $f(x_2) - f(x_1) = f(x_2 + (-x_1))$. Since $x_2 > x_1$, $x_2 - x_1 > 0$ and from the function properties given, $f(x_2 - x_1) < 0$.

Therefore, $f(x_2) - f(x_1) = f(x_2 - x_1) < 0$, which implies $f(x_2) < f(x_1)$.

As a result, $f(x)$ is a decreasing function on $\mathbb{R}$.

(3) Since $f(-1) = 2$, we can calculate $f(-2)$ by using the additivity property of the function.

We find $f(-2) = f(-1) + f(-1) = 2 + 2 = 4$. Furthermore, since $f(x)$ is an odd function, $f(2) = -f(-2) = -4$. We then calculate $f(4)$ as follows:

$$f(4) = f(2+2) = f(2) + f(2) = -4 + (-4) = -8.$$

Because $f(x)$ is decreasing over the interval $[-2, 4]$, the maximum value of $f(x)$ on this interval occurs at the left endpoint, $-2$, and the minimum value occurs at the right endpoint, $4$.

Thus, the maximum and minimum values of $f(x)$ on $[-2, 4]$ are $\boxed{f_{\text{max}} = f(-2) = 4}$ and $\boxed{f_{\text{min}} = f(4) = -8}$, respectively.