No on all counts.
Here are the reasons:
#1: Rockets originate from AA guns. AA guns can ONLY move in non-combat.
#2: Non-Combat Movement rules specify that any land unit moved/engaged in combat may NOT move in non-combat.
#3: The “Rocket” could only be moved toward Russia in non-combat, which is AFTER the phase in which Rockets fire, so you cannot move then fire.
#4: Any units on a Transport are considered Cargo. They cannot attack or defend while on a transport, and they die if the transport dies.