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1. the send (lesser) horror spells :
this means a (lesser) horror just targets the pd or ?

It attacks just as any other army would. The only difference is that it completes its attack right after the rituals phase, and disappears before movement.

2.you left out flames from the sky.
i assume this can't target underwater too.

Correct. Most spells like this can neither target nor be launched from underwater.

3.can any of the spells which work underwater too attack more than 1 mage protected via castle ?

No.

percentages do not stack right ?

By stack you mean:
Percentages add, i.e. Dome of Air + Forest Dome results in 110%. But by "stack" what everyone else usually means is: Each dome is checked in turn.

Domes of different types stack according to the common description. Domes of the same type don't, but I heard a rumor that they still could if cast by different mages. You can have more than one dome of the same type in a province and the extras will be there as insurance in case the first one breaks.

4.which dome is checked first ?

I would like an answer to this myself. The best would to check the "boobytrap" domes (i.e. Dome of Flaming Death) first, THEN check the "protection" domes. But I don't know if it is in the order they are cast, some random or at least nonobvious order, or what.