You must travel at the correct time and on the correct train for the type of ticket you have bought unless the ticket is flexible. (Check the terms and conditions of the ticket)
You won't always be able to split tickets for your trip.
Yes it is permitted under section 14 of the National Rail Conditions of Travel.
Generally no, unless your journey states there is a change. Sometimes tickets are only valid on a train company's own rolling stock. They system advises if you need to change trains during the journey. And the train must stop at the station where your tickets change.
Yes, remember to reserve a seat for every ticket purchased. Occasionally you may have to move seats.
Yes, where any discount is permitted. You must ensure that you produce your rail card along with the ticket when asked to do so.
Yes the normal ticket rules apply but you can still claim under any rules for any delay made using multiple tickets.