Concerning your XSE question: you should click the "compile" button instead of the "save" one.

The kind of item effect you're describing would have to be programmed from scratch into the game, as it didn't exist back in the 3rd generation games. We're talking top difficulty hacking here, and I don't remember there being any tutorials or documentation anywhere about this, so you'd have to do it all on your own. I can't help you more with this, sorry.

If you want to have the three regions in one game, you'll have to add them by hand. The tiles will have to be imported the same way. You can use the tile editing option of Advance Map, or some other equivalent tool, to export the tiles in Fire Red and then adapt them manually to the Emerald format and import them into Emerald. You will probably mess up the default maps in Emerald, though, so you'll also have to fix those afterwards. There's no easy way to do this.

Yes, you can import sprites, using tools such as Advance Series, NTME 2, Unlz-GBA, etc. Any graphics editor will do. Those sprites will have to be indexed in 16 colors and in a 64x64 px format, though.

By the way, for the moment you cannot easily add more than one worldmap into Emerald (as far as I know, this is only possible with Fire Red, and Ruby using Positron Worldmap Master). I think it would be easier if you just used Fire Red right away, as you wouldn't have to import the tiles and you'd already have 4 worldmaps ready to be used.

Hope this helps. Good luck.

Edit: by the way, I just noticed this is not in the right section. You should have posted here: http://wahackforo.com/f-dudas/