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?