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 territory?
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 ...
Summary
Review
Web Grognards errata