You don't need to go in any order.
no
You are not able to catch the regis in Diamond. You can catch them in the Game Boy Advance version of Pokemon Emerald.
you can only catch them in Pokemon emerald, sapphire, or ruby
not. you will have to migrate them from emerald
You Can't
no you do not just the Pokemon relicanth and wailord.
all i know is how to get the regis and latios or latias.
Yes. In order to unlock the regis, you will need dig. Its availible at the house of the man who's dug a big hole in the back of his home.
For Pokemon ruby you can catch the three regis, rayquaza, groudon, and latios/latias. In sapphire you can catch the three regis, rayquaza, kyogre, and latios/latias. However, in emerald you can catch kyogre, groudon, rayquaza, the three regis, and latios/latias.
theres a certain spot u go and if u have wailord and relicanth(in a specific order forget sorry!), you can catch the regis
you can't- make Pokemon migrate from Pokemon ruby/sapphire/emerald or trade from diamond and pearl or platinum.
Rayquaza, Kyogre, Groudon, The Regis, Latios and Latias, and a lot more.