1- When creating a new map I think you select a tile set, but Can a map use more than one tile set ex: half the map uses a desert tileset and the other uses an urban one? (or even a base interior tile set. Or is it strictly 1 tile set per map)

2- Can you create a large map where over half of it is used normally and units are restricted to this zone (cant move beyond the edge of the rectangle zone) but set another zone in the remaing space left.

This way you could have a map in which a cave entrance teleports units that enter it into a (seamingly) new map representing the cave interior or base. You would have the impression the mission takes place one more than one map.

I'm afraid, you can use only 1 tileset for one map, though you can replace older textures with your ones (or others). Still, there is a limit of... 9? textures per terrain.
http://www.staredit.net/topic/11252/ Read/watch this.

Great I will watch these videos tonight.

but from what I understand you have a certain number of tile textures per map, and its possible to replace some of the textures you dont expect to use with textures taken from another map? If thats the case it probably be would be good enough.

Do you know if the map can be delimited so that units and the players view/camera cant exit a certain rectangle zone (delimited zone which wound have to be set so that only this shows on the mini-map/radar UI) unless his units teleports to a seperate delimied zone?

(It's sounding more complicated than I initially realized though, I think I'look back into this in a few weeks or months).

You can indeed replace an unused texture by a new one which was part of an other tileset. As Devourer said, go look at the video tutorials.
As for your concern on the minimap restriction, there is a very simple way to achieve this: "Set camera bounds" action. It is in the "Camera" category.