1 Player hardcore
1 Can an Out of Contact OOC Unit rally? In my opinion No.
A shaken unit is rallied by its CO once proper communication between the two is established.
Since an OOC unit is by definition out of contact, I don't think there is a way to establish proper commo until they get within range.
However, the extended radio range represents the limit of effective communication, not the limit of communication, I assume the chance exists for a CO to rally his OOC units with a lucky break in ungarbled communication beyond this range.
No other language in the rulebook specifically precludes a CO from rallying OOC units.
3.2 Formation Impulse
The active CO/CO2 may try to rally its Shaken units. Units without a CO such as the Black Hand, helicopters and planes, are automatically rallied.
OOC units will only be able to move up to half speed during this activation, but suffer no other penalties.
I see nothing wrong with making it harder to rally and think it's more thematic that an OOC and Shaken unit couldn't rally, but I don't think it's against the rules.
2 Is a unit that attempt to rally marked as finished? And the CO?
No. See this thread for clarification: Questions about "finished" status
if a Black Hand unit rallies it doesn't make dice check because it rallyes automatically , it is marked as finished then. Is it correct?
Rallying does not "finish" a unit. See thread link above.
3 With a Unit A, concealed in a wood hex i shoot to a unit B (not a recon unit and not in a an adjacent hex to A) B survives to the attack, the unit A is marked as finished and it looses the concealed status because it shooted to unit B.
In the next turn (after the clean-up phase) is the unit A to be considered concealed again?
A unit looses its concealment bonus when it is marked as "finished".
See 4.2 in the rules.
Anything that finishes a unit cancels the concealment bonus until that unit becomes unfinished at the start of its next formation activation or end of the turn.