Can you use them more than once per Activation?
Yes, but Ashishin's Shadow Walk specific rule clearly states that you cannot use this order more the once during a turn.
Only one shadow walk during your Ashishin activation.
Sara's Explosion Spell vs the Djinn's Aura - Does a Lemure exploding inside AoE of the Djinn's Protective Aura work or does the poor lemure simply explode with no effect? Furthermore, if the lemure explodes outside of this 4" radius, does the explosion carry over/cross over into this 4" radius or are the Muslim fighters inside of this aura protected?
The Lemure bearing the Explosion spell cannot detonate while it is in the Djinn Protection radius. If it explodes outside of the 4 inches radius and manage to wrap somme muslims fighters, they should suffer damage normally.