Heavies are better at killing bombers and nav. There is no difference regarding type of fighter regarding interception.
To expand on this a little more, having superior agility has a
major influence on air combat,
but the benefit is capped. The best way to improve your air-combat results is to improve agility until you reach the maximum bonus, then switch to improving firepower.
Light fighters are more agile than heavies, but have less firepower - which is a great stat-line for dog-fighting with enemy fighters, but not so useful at shooting down bombers (especially strats). Bombers are so clumsy that a light's superior agility is wasted (they're way over the cap when matched with a bomber), but they're tough enough that you really want some extra firepower to actually be able to
kill them. Heavies are still
enough more agile than the bombers they're intercepting to perform well, and their guns do a better job of punching through the target's defences and actually bringing them down.
The reason that heavy fighters get billed as 'better at interception' is that the interception mission specifically targets enemy bombers (which heavies do better against), while air superiority just tries to sweep everything from the sky (and leans towards attacking enemy fighters if they're present, which lights are better at).
1. Should fighter wings do air superiority and interception or should they be divided to air superiority and interception wings.
A rough rule of thumb for choosing whether to fly air superiority or interception is to use air superiority if you have the superior airforce, and interception when you're the underdog. Assigning both at once to the same wing is pretty much the same as setting air superiority (and may even be
literally equivalent), since planes only ever fly one type of mission at a time.
Air superiority will attempt to kill any and every enemy plane in the sky, so it's the best way to
maximise the damage to the enemy airforce when you have the upper hand.
Interception minimises your flights and only launches when it can try to intercept an enemy bombing run (of any sort), so it's useful when you want to
minimise your own losses without just giving up on putting up a fight at all. It lets you avoid the enemy fighters as much as possible while still guarding against enemy bombers.
Usually, if you're putting
any fighters in a zone on air superiority you should probably do it with
all of them (otherwise half your fighters are taking on all the enemy ones, which is bad strategy). If you have a massive advantage in numbers there might be some advantage to splitting them across both missions (to try to make sure that you're hitting both enemy fighters and bombers simultaneously)... but I'd expect that if you're
that dominant just putting everything on air superiority will sweep the skies clear pretty effectively as well.
5. How much does a radar station help? What does it do exactly?
Radar improves your detection in any regions covered by the station's range - it can provide up to +50% detection if your coverage in the region is good enough. Since detection without radar is often in the 0-20% range, good radar coverage can provide a
significant increase in detection values.
As I understand it, detection controls how many of the fighters you have in the air manage to get to the actual fighting (as opposed to flying round in circles looking for an enemy). That is, if you have 500 fighters deployed in a region, radar is potentially the difference between having 50 of them actually engage the enemy and having 300 do so. It should be fairly obvious how useful that can be...
