I've played a lot of Europe games and I can't answer any of those questions. But they're great questions and I look forward to seeing the responses from some of the more observant players on this site. If no other responses are forthcoming, I would advise staying out of those countries completely or simply avoiding the Europe map altogether.
When in doubt, it can be handy to check the XML. There's a Europe.xml file at http://www.conquerclub.com/maps/ that lets you check on the borders between countries, what countries make up each continent, etc. As AK says, none of those routes you asked about are valid borders.
Hi this Europe map is very similar to the one used in Conquest.The answer in Conquest terms is yes to all three. I can't see why when playing in Europe the possibility of attacking to, and from, these countries can't be borne in mind and then simply try it...Cheers!