The answers to these questions are best summarised by #9 of the Important Rules to Remember in the Swagman's Hope rulebook:
"Red Transport Tokens may be used ONLY to travel INTO Australia. Blue UN Transports may be used ONLY to travel OUT
Thematically, Red Intel represents a drop inside Australia made from the outside. Blue Intel represents an emergency 'pulling you out' made from the outside.
1. Does a Red UN Transport have all of the same abilities as a Blue UN Transport, with the addition of being able to move to Australia? For example, can I use a Red UN Transport to move from Cairo to Los Angeles? Can I use it to move from Australia to the main board? Or, can it only be used to move from the main board to Australia?
The Red UN Transport can be used to move from outside Australia to any city in Australia (including Swagman's Hope), but not for any other purpose.
2. Can a Red UN Transport be used to move from one Australian location to another Australian location?
As per #1, no it cannot.
3. Can a Blue UN Transport be used to move from one Australian location to another Australian location? The rules say you can't use a Blue UN Transport to move to Australia, but what if you're already there?
Again, no it cannot. As far as Australia is concerned, Blue UN Transports can be used only to get you out of the country.
4. Can a Red UN Transport be used to move directly to the Swagman's Hope location?
As per #1, yes, but only if you're moving into Australia from outside.
I hope that covers everything!