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1. Can you ever split an army during a retreat? For example retreat part of the force and leave the rest to fight or send them to an adjacent free region? Could you do this with a siege battle, say fight the first round, retreat 5 into the stronghold and leave the rest to fight (assuming you had any left?)
2. If you capture any enemy stronghold do all the normal stronghold siege rules apply for it? So if I leave an army to defend it and the original owner attacks to retake it do I get all the bonuses of a stronghold? Can you muster siege engines?
3. Can the conquering army muster in conquered cities or strongholds?
1. No, you always retreat the whole force or nothing at all.
2. You can use a captured stronghold just like one of your own for siege purposes (no recruitment though).
Only the Shadow can muster siege towers if sieging a Shadow stronghold controlled by the Free Peoples. Catapults can only be recruited in Free strongholds, and only by the Free People. This is clear from the wording in the rules.
3. Nope, you can only muster in your original settlements not in conquered ones.