Thanks for the questions, Jerald. Here are your answers...
If the king is attacked while he is in the blood mist and he is killed in the combat, the attacking Zimby(ies) MUST move into the square and incur a blood mist wound. One of the controlling Zimbys in the surviving column can then pickup the crown and gets the King's 50% immunity to future blood mist harm.
Yes, that is correct, with one caveat: once one zimby gets the Crown, the entire column to which that zimby belongs becomes the "Crown carrier" and gains the 50% immunity to obstacles.
I think if only one Zimby is alive to enter the blood mist, he then dies and the crown falls to the floor. Correct?
If that happens, the thugs still run out to the exterior patrol routes -- away from the unguarded crown that is sitting on the floor. Correct?
Zimbys can move through thugs, the King, or other (opposing) Zimbys. They only become "battle locked" and must stop moving if they declare a hostile intent with the opposing column. Thugs/zombies are different as they always auto-trigger battle locks when adjacent to a Zimby. But, the thugs and the rest only do so on THEIR turn, only. Correct?
Almost correct. The only error is that creatures may not move through other creatures. The only exception to this rule is that patrolling thugs may move past other thugs. Other than that, you are correct.
I am wondering whether a player co-occupy a space with one or more other players without combining columns? I doubt it.
Nope. They cannot.
I hope these responses prove helpful, and that you continue to enjoy the game!