Is it possible to transmit and/or receive multiple types of signals at the same time?
Theoretically it's possible to do a frequency multiplex of two different protocols with one SDR transmitter. However, the practical main limitation is the speed of the digital-to-analog converter (DAC). E.g. for a WLAN and GSM band the channels that are closest on the frequency axis are at 1800 MHz and 2412 MHz, respectively. For generating such a signal you'd need a sampling rate of over 1200 MSa/s. Even if you find an SDR device that is equipped with an DAC that fast, it will be very challenging to filter the aliasing spectra generated by the DAC in order to avoid out-of-band radiation. So your sampling rate has to be even higher in practice.

If you want to transmit two independent data streams at bands very close to another, OFDM can be advantageous because of it's narrow-band characteristic. If the modulation is synchronized, the bands can even overlap. The latter is an case without practical relevance, though.