Travelling from Toronto (YYZ) to Durban (DUR) with questions

I am flying from Toronto to Atlanta to Johannesburg to Durban. This is my first ever international flight. I have a few questions to pose to the masses here. I am a Canadian citizen for those wondering.

Do I go through immigration only when I reach South Africa or during my connecting flight in Atlanta, USA?
Booking through Expedia, my first two flights are through Delta (different flight numbers) and last one from Johannesburg to Durban is through British Airways. Will I only have to claim my luggage/recheck in Johannesburg before going to Durban, or will I have to claim it/recheck in in Atlanta and Johannesburg?
Is 3.5 hours connecting enough time in Atlanta and is 2 hours enough in Johannesburg? What if there happen to be delays, god forbid? This worries me to say the least.
Do I need any transit visas for the stopovers of 3.5 hours and 2 hours? I would hazard to say no, but I could be wrong. I know I don't need a travel visa to go to the USA or South Africa because my trip is under 90 days, but not so sure about transit visas.

Thanks.

Here is my itinerary for reference sake:

https://imgur.com/a/kettCbu

air-travel airports

Best Answer

Toronto Pearson has preclearance facilities for the US. You will pass through US immigration before boarding your flight, and there will be no immigration at Atlanta. You'll pass through South African immigration at Jo'burg.
Delta should handle your baggage for you at Atlanta if the flights are booked on the same reference (they probably are). You'll need to claim and recheck your baggage at Jo'burg because that's your port of entry to South Africa and you'll need to clear customs there.
With no baggage or formalities at Atlanta, 3.5 hours will be plenty. Two hours at Jo'burg will be tight. If you're booked through on the same reference number then the airlines should re-book you if you are delayed. If your BA flight is booked on a different reference then you are responsible if your Delta flight is late. You might do well to allow more time at Jo'burg in either case.
You haven't given your nationality, but if you don't need visas for visiting, you won't need visas for transit. There is no such thing as a transit visa in the US, and at Jo'burg you're entering the country so it's not a transit.