I remember there used to be some limitation on what gets actually applied, I think maybe the environmental affinities, where you could select multiple (e.g. Desert Combat + Jungle Combat) and it would increase unit costs for both, but I'm effect only one modifier existed after build. Does anyone know if this is still the case?

No, the costs are correctly applied now.

Drop capabilities come from the type of Transport Bay.
Boarding capability can be added to troops but is only useful on small infantry forces, in larger or mixed forces its almost certainly a waste of resources

So while messing around, I've found that holding ctrl, and clicking on several ground unit upgrades like "Jungle Combat" and "Desert Combat", will actually add multiple specialties to a unit. Increases the unit cost/upkeep, as well as health (in the case of the infantry health upgrades)

I haven't yet tried to use one of these units in combat. But do they work? Can I have some ultra elite (yet extremely expensive) troops trained in all theaters of combat? Or am I going to break my game by trying something silly? Is it a bug that I can multi-select capabilities like this?

:O
Oh thank you very much. I didint knew that.

So while messing around, I've found that holding ctrl, and clicking on several ground unit upgrades like "Jungle Combat" and "Desert Combat", will actually add multiple specialties to a unit. Increases the unit cost/upkeep, as well as health (in the case of the infantry health upgrades)

I haven't yet tried to use one of these units in combat. But do they work? Can I have some ultra elite (yet extremely expensive) troops trained in all theaters of combat? Or am I going to break my game by trying something silly? Is it a bug that I can multi-select capabilities like this?