[ecesena]

Yes, you can have a single certificate for both a.com and b.a.com. You can also have it for a.com and <star>.a.com.

No, you can't get <star>.com. Typically, at least for known root CAs, you have to prove ownership of your top level domain. If you own a.com, they'll ask you to either put a file on a.com/random, or register random.a.com. If you try to do so with .com, you'll likely fail (but please feel free to try and prove me wrong!).

Yes, you can get a certificate for d.c.b.a.com, I don't see any reason why not if you own a.com. Unless your specific root CA has constrains on the depth of the domains.

Edit: replaced '*' with <star>