Yes, yes, and yes.

The energy changes partly because it got absorbed by the target. The loss of energy is partly by red-shifting (look up Raman scattering and spectroscopy, and read the book "Why the Sky is Blue" by Hoeppe.) partly by absorption, and partly by loss of photons, leading to a loss of amplitude.

And of course, if you change the frequency, such as by Raman effects, then of course the wavelength changes too, right?

There are other secondary and emergent effects too of course, such as the emission of infra-red as the food gets much hotter. One chap on the internet explains how to melt glass in your kitchen microwave. He carefully warns that you should only do this if you don't expect to need the oven again, because you won't be able to.

So don't.