1. German troops in Belarus are attacked by 3 infantry from Russia and a fighter from Karelia. After the first round of combat are the troops allowed to retreat to Karelia?
No.
2. And same question if fighter came from Finland through Karelia?
No.
3. Can you retreat into a just captured territory?
Only if that territory was captured by a blitzing tank that moved into the battle being retreated from. Blitzed territories change ownership immediately.
I mean if Ukraine is just conquered and attack in East Poland with some infantry from Poland and a fighter that attacked after flying over Ukraine. Are you then allowed to retreat to Ukraine?
No.
As I read the rules on page 19 all these should be allowed, since the rules say that for Sea units the zone must have been friendly since the start of the turn.
The rules say this:
Move all attacking land and sea units in that combat on the battle board to a single adjacent friendly space from which at least one of the attacking units moved.
The “attacking units” in this case refers to the land or sea units that are being moved. It doesn’t include any air units, as they are not being moved at this point. Air unit movement does not provide a retreat route. This isn’t the best wording, so maybe an FAQ entry is called for.