Morning and welcome Savage69.
1. The defender chooses which unit to lose. Generally, he would choose the cheapest to replace or the one with the worst defence roll.
2. Two (or more) different territories can, indeed, attack the same enemy territory.
Roll all Infantry together, then the Tanks and Fighters, then the Bombers involved. Then you add up the total number of hits and the defender chooses which to take as losses.
The attack takes place in the defending territory. Therefore, if the attacker wins, all the units which attached remain in the defending territory.
However, if the attacker chooses to retreat at the beginning of a new Round (and he can only do this if there are surviving defending units), all the survive attacking units, must retreat to ONE territory, from which any of the attacking units came.
3. A Fighter must leave enough of its movement points to return to a friendly territory or
Aircraft Carrier. An Air unit can never land in a newly conquered territory. Only one it owned at the beginning of its turn. This must be understood.
Please say, if you still have any questions or if you are still unclear.