Yes.

No. Unbreakable units cannot be joined by characters except those which are already Unbreakable.

If a model consists of both a rider that would be placed on a 20mm or 25mm square base if alone on foot and another creature, but the model cannot be separated into components (e.g. Standard Cavalry models, Pegasus Knights, Terradons, Warhawks, Daemonic Cavalry, etc.), then Killing Blow is effective vs. the model as a whole (excluding chariots). In cases where the model can exist as two (or more) separate parts and one (or more) of the components would be placed on a 20mm or 25mm square base if it was by itself on foot, Killing Blow is only effective vs. that component(s) of the model (e.g. a character in a chariot, a dragon rider, etc.). Bull Centaurs and Centigors can not be separated into a component which would be placed on a 20mm or 25mm square base (in addition to the fact that they are larger than approximately man-sized) and Killing Blow is therefore not effective against these models.

You cannot regenerate a wound caused by a Killing Blow. Note that for the purpose of combat resolution, use the remaining wounds of a model slain by Killing Blow.

A model does not suffer more Wounds than it started with. The only time excess wounds have any importance is during a Challenge (see the Overkill rules below). As mentioned in a previous Q+A, an attack that does multiple wounds cannot inflict more wounds than the model struck has, and they do not carry over from model to model. For example, a ball from an Empire Great Cannon ploughs through a unit of Trolls, hitting and wounding three of them. Each suffers D6 wounds - let's say the rolls are 6, 5 and 2. Since no Troll can take more than 3 wounds (because if the wounds were carried over a Troll that wasn't bit could take damage, which would be odd), the number of wounds inflicted is actually 3, 3 and 2. On average that would be 4 wounds regenerated at the end of the phase, so one Troll is killed outright and the unit has one Wound carried over. Note that this does mean it is potentially tricky to kill the last model in the unit, as there is always a 50/50 chance of the model getting back up again, but I guess that's why they call it Regeneration. In challenges, this would normally mean no chance of Overkill wounds, although I would suspect that hacking apart a regenerating creature would have just as important an effect on morale as obliterating a non-regenerating one. So, to take this into account, if the model fails to regenerate, any excess wounds inflicted count towards Overkill as normal. Eg, a Strigoi Vampire Count with the Curse of the Revenant bloodline power is in a challenge and suffers 5 wounds after its Ward save (poor thing...). It only needs to make three Regeneration rolls (the number of Wounds it had at the start of the combat). However, if all three rolls are failed and the Vampire dies, the total 5 wounds inflicted count towards combat results.

Yes, it would negate that Regeneration ability.