1. Can I have a civilization that sieges/ambushes from the caverns?
I managed to achieve this in 31.16, with some experimental races that were subterranean yet capable of sending ambushes and sieges. I would get ambush groups wandering the caverns, and occasional underground sieges appearing on the underground map edges. This was also the version of DF where surface sieges never happened, and I suspect that the same bug fix that restored normal sieges may have disabled underground sieges. I have not tried to recreate subterranean sieges in the current version.
2. Would it be possible to have subterranean tribesmen above ground?
Not sure what you mean. If you want to take the existing underground animal person tribes and make them into normal above ground civilizations, this is certainly possible. You just need to write new entity definitions for them. If you want them to also still appear below ground you'll probably need to create two entity files for each creature, one defining the above ground civilization, the other defining the below ground civilization.
3. Dwarves have mountainhomes, goblins have dark fortresses, elves have retreats. Is there anyway I can make for example, a Gnome Nest with it's own unique symbol?
No, sites are hard-coded, and at the moment only human-style cities actually exist as anything other than an abstracted point on the map anyway.
I'll plug some of my own work here. My Uplift Engine script creates procedurally generated animalperson civilizations, complete working civilizations based off creatures in the DF raws. This may be useful as a basis for making your own custom civilizations. You can download the script and the raw files it generates here:
http://dffd.wimbli.com/file.php?id=3117