1.Say I have connected 3 sea areas. Can I use a Support command on a land area in order to support another army on a land area, both land areas being connected by the bridge of ships?

2.What happens with a ship that I cannot un-route?(there's no port or sea area available)

1. No. Only for Marching and Retreating.

2. The ship is destroyed.

So it would be possible to retreat the defeated troops using the bridge of ships?

From the Rulebook:

"Any two land areas are considered adjacent for the purposes of
marching and retreating when they are connected by consecutive
sea areas (or a single sea area) each containing one or more
friendly Ship units."