[thejeff]

I'm not entirely sure about this, but I thought sneak attacks joined in with whatever other attack you made on the province.
That is, if you teleport someone in and order sneakers to attack, they will all attack in one battle in the magic phase, but if you don't use teleport, but just move a normal army and still order the sneak attack they will still all attack in one battle, but now in the normal battle phase. I think if they attack on their own, it will be in the normal phase, not before army movement.

Flying armies move in the movement phase and can be intercepted by magic attacks as usual. Which is what I think you meant, but it's unclear. Losing provinces in between doesn't affect them, of course.