Hi 20BN,

3) terrain and shade-c EVO (/the newest version) is complicated, easiest way is to just use normal models as terrain (otherwise your mostly likely going to have to sacrifice some other features)
4) yes it does support them, but you mostly likely use the wrong .fx file. Open the .fx file you use and uncomment #define ALPHA. Than use .png or 32 bit .tga with alpha channel for transparent texture.

Also check this thread incase you already haven't -> http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=460457#Post460457