Questions about SMPS Toroid winding
Yes - it's called bifilar winding.   
Yes. Work out copper loss (I^2*R) for each winding, choose wire such that the loss on the primary is about the same as all the secondary losses added together (and as small as possible, i.e. use most of the space).  Copper loss is simply the power loss due to current passing through the wire's resistance. Work out the length of wire, look up the resistance per metre of your chosen wire diameter in a table (online) and plug in your current.  If losses don't match, choose more appropriate wire. Doesn't have to be precise - see the difference between adjacent wire sizes.  
Probably not, but it depends on your definition of "work". You need to work out the flux density in the core, and compare it with where each iron saturates. Add datasheets for both cores to the question if you're in any doubt what to do. This is basic to transformer design, easy to get wronf if you don't understand.  
It'll work, but the coupling between secondaries will be affected - e.g. noise on one sec may be coupled more strongly to another.  
You can wind everything in the same direction - just pick the correct end of each winding when wiring it up. (Easiest done if you have an oscillator and a scope so you can monitor the phase of each winding).