well don't expect to do much with them, get
mdlVis also, it may come in hand.
1º Moving treads are most likely made using 2 ways. First, the hard way, animating the vertices. Second, the easy way, using tvertex animations or better known as unwrap animations. You will require a high level tool to make this (such as 3dsmax) or a very good visualization since the other technique is editing the mdl by hand. To do it by hand, you must link a geoset to a material and assign that material to a tvertexanimation, afterwards you animate it.
2º That's mainly done by using multipli material types and layers. Crystals are normally done using 2 geosets/meshes that are exactly identical just one a bit larger than the other. The one being larger has an additive material and the other a blend material with some transparency. You can also make simple crystal effects just by using the additive material type.
3º Global Sequences are well documented in wc3campaigns. Well anyways, the way they work is quite simple. They work like a cycle, they play an animation block and once they stop they start all over from the start, unlike normal animations, global sequences don't change even your unit stops playing an animation. The way global sequences are made is by creating a global sequence id(in mdl or magos) which contains the last frame of your animation sequence, afterwards you assign your animation block to that id using the GlobalSequence syntax in mdl, or in magos.