1) Warriors ability to heal 2 damage when descending - does this appy when go from lvl 3 dungeon to the final boss fight?
Yes, because going from level 3 to the Boss is descending (e.g., page 20 says, "When you descend from the third floor of the dungeon, flip over the dungeon card. It’s time to fight the boss!").
2) when skill requires a dice from a single color (for example Armor Crush - for 1 yellow dice gain 6 on black dice - only for shields). Can I use also heroic dice for these abilities or must it be exactly only yellow?
You can use (discard) heroic dice in such a case.
Thus, for Armor Crush, you could discard a black 1 and gain a black 6 (but the latter would be limited to armor boxes).