I usually use the "===..." format for h1 heading, and the "---..." format for h2 heading, like the above sample image. If they can be in bold, I think it looks better.
How about you?
Unfortunately, this is not possible because Sublime's parser only examines one line at a time.
It was a bit disappointing to hear that, but that's not a big deal, I'll still use Sublime Text.
I guess it may be possible to write a plugin that will use the view.add_regions method to achieve this, but I'm not sure if that method can affect styles to make the heading text bold or not.
It can't. You can underline, outline or fill the background of the heading, however.