OK, I am replying to myself after I've got all the answers
I hope this will assist others:
(1) To add aliases to the Red leg in 2.2, you go to (Network -> Interfaces) and then click "Edit" on the WAN's entry. This would bring up the "Uplink editor", and in there you click the checkbox "Add additional addresses" which enables you to add them using (IP/mask) format.
(2) The outgoing firewall which enables you to use external IP's instead of the default WAN IP is called "Source Routing" and it available in (Firewall -> Port forwarding / NAT -> Source NAT). The rest is straightfoward really for any system administrator...
In addition, I also have a solution for users of 2.1.2 Endian firewall. See here for details on how to install Source NAT in that version, even without the GUI interface:
http://marc.info/?l=ipcop-user&m=116228977331835&w=2By the way, in Endian, the relevant file is located here: /var/efw/inithooks/rc.firewall.local
That's all. Hope this helps someone...