And as to Half Elves, I am fairly sure that Morginia le Fay was a half elf...and anyway, it is rather a likely thing to happen...an Elven woman seducing a human male..
~Hal
I dunno. Old WH-RPG had half-elves, IIRC, but they also had half-orcs and WH-RPG was generally more of a darker kind of D&D than the gothic stuff we have today, at least IMHO. I doubt that "modern" Warhammer-fluff would have it even possible for a human and an elf to have any offspring (not that sexuality would play ANY role anymore). At least I don't know of ANY half-elf who is mentioned by recent fluff.
I don't think that's a loss, though. Normally half-elves are just an excuse for players who want to fight AND have some magic, but don't want to be bothered with role-playing a real alienating creature like a true elf should be, anyway.
As for the other questions:
1) Just call it "the world". Most people of that time (historically compared) didn't even think about the possibility of other "planets" existing or the concept of planets, so why should they bother about making up a name to distinguish their planet from others?
BTW, the two moons are AFAIK called "Morrsleib" and "Mannsleib"
@ hal: "The Old World" only applies for the (rather small) part of land consisting of the Empire, Bretonnia, Tilea, Kislev, the Border Princess, Norsca, Estalia and parts of the Darklands/Badlands.
2) I dunno here also, were it really religious reasons that caused the Arabians to invade Estalia? One could GUESS so by comparing the events to european history with the invasion of spain, but I try really hard to remember where it explicitly says so in Warhammer-fluff... I'll have a look into the books later on.
3) I guess you shouldn't limit your fantasies in regards to the Warp.
4) Halfling shouldn't be too common outside of the Moot, I think. Just like they aren't found often outside of the Shire in LotR. They're a domestic people with strong ties to their own ground and their kin and folk and only the most adventurous of them will go on journeys that take them more than a few miles away from home, I would think. And IF they leave, then mostly in greater numbers (like joining a military expedition or the like). Of course there are almost always exceptions to the rules...