1. If an out of supply force overruns an enemy force, is the first
force automatically demoralized because it participated in combat
while out of supply?
No. Overrun is not combat. It's a function of movement. No supply required, no Leader loss checks for the moving force.
2. If, in the Far West, a stockade is already alert, does it roll
for alert again if a Texas ranger is present so that the Ranger
could possibly intercept?
No need. The Ranger can intercept.
3. Is Fort Pickens tinted blue, i.e. does it begin as Union Friendly
Yes, they never lost it or Ft. Monroe.
4. Is it legal to make Amphibious Landings without any land SP's,
only the NSP's attacking the land hex?
No. That's not a "landing."
See also ...
Web Grognards errata