1.The latest firmware are still supported
2.I can inject rom hack from other region? (ALBW EUR SPECIALLY)
3.Risk of a brick?
1. I'm not sure. I know that Ninjhax 2.0 Beta supports the latest firmware (and so will Ironhax when it's released), but I don't know if FBI works with it on the latest firmware. [
EDIT: No, you can't use FBI on anything above 9.2; but you can use basic homebrew that doesn't modify the system]
2. You can't inject .cia's of games from other regions, but you can modify a .cia to be region free. In fact, most .cia files you find online will be region free.
3. It's like WAD installing on a Wii; no chance of a brick as long as you know what you're installing and don't do anything stupid. A game will be okay to install.