1. A blackscreen can just be done through a single trigger that sets the screen opacity. You will also wants to either hide the game ui or put it in cinematic mode, usually without a blend. This is something you would have in your initialization trigger for when the map starts. Text could be something a simple of a message or text tag but in a likelyhood would end up being done via dialogs which is a trigger based window system; you can get really creative with these if you really wanted.
2. You can either detect keypressed or i believe there is a dedicated event for the esc key as its something these use for in-game cinematics for the campaign all the time. Though im not sure you may have to make sure that a certain amount or all players want to skip. This trigger once true would end the dialogs, bring back the regular game screen and info and then pass onto the next action definition that runs the actions for the gameplay
3. Not entirely clear what you mean but i believe when you move your unit close not the camera or something like that. While this can be done via trigger it is likely better handled through data via buffs; in either event you're basically constantly checking the area around the unit until something comes into range and then displaying a text tag. You may be just able to the units enters event in trigger if its something very similar (although they will need to be preplaced).
4.Again not every clear; how exactly are levels made and are they connected or not. Variables/array will help you keep track of the placement of players which are checked in game. If your looking at blocking i've seen plenty of people use modified forcefields to keep units out of places; you could just as well run triggers to move units back to their previous location when then move out.
5. You basically repeated the same question from 4 and again what is a world, how are they connected, and how do you want players to be transferred.
6. Camera's a typically done via their own tab(next to triggers/data/points etc). You can setup and preview how they look and then apply them through triggers. There are also plenty of tutorials on fps camera which is bascially the same with just different distances.
7. This is were your dreams may come to die unfortunately, or maybe just be very limited. You can only transfer between maps in offline single player mode so this isn't gonna happen if you want your map on the arcade or bnet at all. Maps are limited to 8 textures for the entire thing and max size at 256x256. You may have to check this as i had a quick look and lotv seems to add a nice change of being able to have mulitple sets on the map which means many more textures. You will still be limited however to make every different seperated worlds all on a single map (which means the each world may need to be very small or compressed). Camera tricks will help to you limit vision between the areas so that players only see what they're supposed to.
All in all if you remember seeing something done in a campaign mission i highly encourage opening one of those maps up and see how they actually solve the concern there. Hope this all helps.