Q1
When you use a special ability/manoeuver (example Threaten with the Menacing Threat), do you make a single skill roll for all targets or do you roll seperately?
It is explained in the ability that grants you the option, here Menacing Threat.
Q2
When you prepare an ambush, I understand that you have to use TACTICS to set it right. Do you need to do a Blend/Sneak roll in addition to the Tactic roll to set up the ambush?
No, the Ambush check is opposed to the Awareness check of the targets.
Q3
I am confused about DR. Does it stack (with other DR, with armor, etc) or is it limited to the largest DR protection you get from one source?
The confusion came from the THICK HIDE ability, which states that it does not stack with armor DR.
DR stacks, as explained in the Combat chapter.
Thick hide however explains that itself does not stack with armor, so
thick hide and armor don't stack, but that's all.