Do electric heaters consume the same amount of energy no matter which heat setting its on?

It depends if the heater has more then one power setting or only has a thermostat. If it has a 1400 watt setting and a 700 watt one, it will use half as much energy at the 700 watt setting as it will at the 1400 watt setting. If it has a thermostat, it will use the same amount of energy whenever it's on, but it will be on less at the lower setting.

Yes, the higher the energy setting the higher the energy use and vice versa. The greater the volatge and current use the greater the energy

If you turn up the heat on the baseboard, you are using more electicity. However, if you have another source of heating in the room, like central heating, less heat from that other source will be needed.

Lower settings generally mean less energy use as less power is being converted to heat.

use a blanket