Reclaim a game that is not avaible in my country, possible ?

Technically, you're breaking Steam's ToS and can get your account banned. Also, a steam key from outside your country might not work because when you try to add the game, Steam will likely determine that "He's in country X, we don't sell this game in country X because of reasons, we shouldn't add this game to his account because of the same reasons.".

Should work, it always did from what I saw, edit: for keys maybe not, I traded games like Super Street Fighter IV AE for countries where it wasn't available, like Russia and Latin america, and it worked, maybe game is available on their store now, but it wasn't before. But this were gifts, not keys, so I'm not sure....

I had that with another game. Got a key for it, and it did NOT work. i was not able to redeem the code on steam.

(gave it to a guy from another country, he could activate it on HIS steamaccount. code was fine, but not usable in my country)

i was able to get DS from the amazon store
i havent been able to log into msnlive but it runs

It depends, if the key is region locked then it won't work, if it's not you'll be able to activate it and play it (some games won't allow you to play them either in certain countries even if you activated them though).

Thanks alot for your answers.