does socket_events work without an external kext?

appears to be linux only? https://www.osquery.io/schema/3.3.0#socket_events

yes, it seems so

I don't know. Best to ask the facebook team, perhaps in #officehours

Does osquery have any kexts currently?

If you are a coder, vaar, you can implement socket events on MacOS with something like this : https://github.com/packetzero/libntstat. TCP only, probably needs an update for Mojave.