There has been much hype about PBEM but really much of what is available via PBEM is available via Direct Connect (on Gandalf's Server anyway).
A lot of options I haven't chosen to yet implement (I've been busy getting the game going) are available via Gandalf's server including: E-mail notifications of hosting, e-mailing of turn files, staling data and score graphs (both systems do this outside of the game), e-mail sending of .trn files, etc.
Regarding multiple turn sharing, if the game does delete a .trn file when you switch nations (meaning you can't view 4 trn files like you say simulateously) and if you want to do it, why not just copy the .trns somewhere else as they come in and replace them in the same folder when you are ready to view all the trns at once?
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IMPERATOR·CAESAR·LVCIVS·SEPTIMIVS·SEVERVS·PERTINAX·AVGVSTVS·PIVS
Be harmonious, enrich the soldiers, and scorn all other men.
-Emperor Septimius Severus, to his sons shortly before his death, quoted in Dio Cassius (77.15.2).