[Radek]

1. You can level up anywhere. It does not matter where but... But don't forget that you can train only once after leveling up and then you must wait for next level up. In the other words, if you level up twice then you lose one oportunity to train. If you are training intensively your people then make sure you can reach a town after every level up. (Sure, you can continue and not level up, reach the town, train, and then level up, etc.)
2. I don't know what do you mean by "2nd level characters" etc. If you mean "elite role" and "special role" then, no, even a "first level character", which has never changed his role, can become a zenmaster (assassin, valkyrie).
3. You must have somebody in the inn. You can generate characters only in Valeia. In the other words, either you have a party (more than one character) or you must take somebody else to Ishad N'Ha and Brimloch Roon (if you are playing a solo character). Any "party" can generate money in the inn - not only a special character.