Unload UserForm Runs Initialize

That should only happen if the form had already been unloaded (it will effectively be loaded and then unloaded). If you used variables for your forms rather than using the default instancing, you should never run into that issue.

For the second part, you need to loop through the Userforms collection and check the names - for example:

Public Function FormIsLoaded(FormName As String) As Boolean

    Dim uf As Object

'    On Error Resume Next
    For Each uf In UserForms
      If StrComp(uf.Name, FormName, vbTextCompare) = 0 Then
         FormIsLoaded = True
         Exit For
      End If
    Next uf

End Function

To 'properly' use use userforms, rather than say using:

Userform1.Show

you use something like:

Dim frm as Userform1
Set frm = New Userform1
frm.Show

then when you want to unload the form:

Unload frm
Set frm = Nothing