Few Questions about SSAS Cubes
Answers to your questions, in order:


First point: I'm not sure what you're getting at here.  A measure can only be something that will display in a single cell.  You can aggregate stuff up to create a measure.  You can also have multiple fact tables (called measure groups) in a cube.  If you slice by common attributes they measure groups will slice by those attributes.  If you slice by something that one of the measure groups does not have in common, the values will be repeated for each slice of the other group.
Yes.  You can order by attributes or values of measures.
Probably OK.  I can't see any harm in that.  Can't see a lot of point in it either, but if you really only have one drill down path there's no reason that why that can't be implemented in a cube.
Yes, you can do distributed partitions.  Never built a system with remote paritions personally, but there's a technet article here..
SQL Server will do distributed partitioned views over partitions on multiple separate instances with Enterprise Edition.  There is a shared-nothing version as well, but you can only buy that in a hardware bundle from an OEM.  It doesn't seem to be getting a lot of traction in the market.