To Adeptus' questions:

Ranged attacks only target the topmost monster in a stack. You therefore cannot snipe selectively supporting monsters from the bottom of the stack (part of the advantage of having the Demon Roaches automatically go to the bottom of the pile). Likewise, area attacks only target the monsters at the top, counting down until the proper number of monsters is reached. The only exception is Durkon's Turn Undead, which specifically targets all undead and nothing else.

As for the Ambush ability, it's only used on the first turn the card is played. So when a Dire Lemming, supported by two other cards, first attacks, it gets an attack of 7 (it's baseline) + 6 (+3 for each supporting card) for a total Attack of 13. If the PC doesn't kill it on the first turn (either by using a defensive schtick like Hide, or just by taking damage), anyone else who attacks it (even the original PC on subsequent turns) doesn't have to contend with the extra +3's--just the baseline Attack of 7 (and whatever it's Defense value is).

As for Xykon being at the top of the stack, this goes back to your first question--by having all those goblins and undead beneath him, it allows them to support him, adding enormously to the strength of Xykon himself. It doesn't quite match the comic, but then again Roy did take Xykon out while there were a lot of monsters still about, and most of them simply fled in terror.