-Bleeding: Can the weapon, regardless of damage type, cause fatal wounds?
I think (though I'm not perfectly sure) that the only types of damage that do not cause fatal wounds are stun and fire. Both are justified.
-Stunning: Does 10% of the damage caused by the weapon turn into Stun damage?
I'm not sure what you mean here. If you mean how much stun damage a unit receives exactly when receiving normal damage... Well, I don't know.
-Smoke: Does the weapon spawns a smoke that does the weapon's damage type each turn?
I don't think it's possible, but I saw... some experiments... somewhere around here.
-Explosion: Does the weapon spawns an explosion that does the weapon's damage type?
Not possible right now. It was requested multiple times though. (AP grenades, yay)
-Incendiary: Can the weapon, regardless of damage type, spawn fires in any tile?
Yeah, I'd like this effect on lasers and plasma.
-Burning: Can the weapon spawn fires in burnable tiles/objects/units only?
Probably not. I can't see much of use for this though, unless for beam weapons as explained above.
Also, what about more damage types like EMP, that does stun damage to robots or the Sonic damage like in TFTD. Smoke damage could be renamed to Toxic damage since Smoke could be the damage behavior I mentioned instead.
This has also been requested multiple times. Good you mentioned this, because every voice counts.