The third sentence of 7.2 says "This attack is resolved immediately when the card is played.", so after the Mongol attack.
1) 3.1 "When the last Mongol Card is played, the game ends immediately, and the winner is determined."
That means that the game ends before the last Mongol Card attacks or after the attack?
Both are correct. 9.2.5 states that a Knights of Christ Province is not subject to Heresy, which means you cannot play Heresy on the Province while controlled by the Knights of Christ. 10.5.1 is correct because there could already be a Heresy marker in the Province when the Knights of Christ gain control. It doesn't happen often and we should probably make it easier by having the Knights stomp out the Heresy when they take over. I'll talk it over with the guys and we'll consider that change.
2) Knights of Christ Provinces are or are not subject to Heresy?
9.2.5 states no, but 10.5.1 states yes.
The rule in 7.2 is "The player must use them to attack any one Map Area of their choice that is not covered by a Map Tile or a Mongol Tile, on the easternmost edge of the map." no mention of not being able to attack a map area again and again is made, therefore you can!
3) If the Mongols fail the attack, the Map Area survives.
It can be chosen again as target for the next Mongol Cards?
The Mongols are persistent. A Map Area can be attacked up to seven times in a game, if the Mongols are really unlucky.
Per 5.2.4 "A Power Card may never be discarded unless all its Provinces are covered by Mongol tiles; it must be played or kept in a player’s hand." Once all of a Powers Provinces are covered by Mongol Tiles, it becomes eligible to discard.
4) If a Power Card not in play has all its Provinces under Mongol Tiles. what happens? It's set aside from the deck and players hand (so the player has to discard it)?
Yes. As is the Map Area with the Cumans, the Anatolian Peninsula, and eastern Mediterranean. See the example in 7.2.
5) 7.2 Easternmost edge of the map.
If The Bulgars (3 defense), North Georgia (1 defense), South Georgia (4 defense) and Russia (3 defense) are destroyed by the Mongols, is the Map Area with Livonia and Lithuania (4 defense) considered on the easternmost edge of the map?