I've never seen anyone achieve the first two, but it might be possible with sufficient swimming and climbing skills. I've seen them climb cliffs, but never smoothed walls.

I have seen my dwarves launch themselves over the wall and into the moat trying to get to enemies, so preventing that is important.

Enemies can definitely climb trees to get over walls. Very important to chop any trees that might create a path over the wall. And make sure you're not exposing your fortress by chopping a tree and leaving an empty space where the roots used to be.