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1. You don't need a stable government, just a stable enough society. There are all sorts of informal ways to transfer money. In some areas the insurgents (I'll use that term) are the de facto government and charge tax; they charge tolls and tariffs in some places. There are numerous donors, and probably more Muslims than would admit it (or even know) have their required charity, their zakat, funneled to such groups either as cash or materiel. Moreover, with Pakistan just across the border from Afghanistan, there is a government, fairly robust transportation system, and a bona fide banking system; this is also true for groups in numerous other countries.
2. Arms merchants, sometimes working explicitly as arms merchants and sometimes just people working for a state's military or defense industry that can split off some munitions and weapons for a sufficient bribe.
As for transportation, in some cases it's smuggling. A lot of the Chinese weapons may come from Iran (if they're smuggled and not simple provided) or from Uzbekistan. In the case of the Af-Pak border, "smuggling" is a strange term since the border's sometimes poorly defined and often there are no checkpoints. You load up your truck and drive. Sure, there may be a law, but a law that's never enforced is no law at all.
Then there's the simple fact that Pashtun is a weaponized society. Peshawar has been a weapons-manufacturing center for over a century. The Soviets dumped in weapons; the ISI dumped in weapons, with and without the US; the ISI continued to dump in weapons and now the US is dumping in more.
3. AQ is a variety of things and it's best to try to keep them separate. There's AQ per se, with Zawahri and bin Ladin as the #2 and #1 honchos. But there's a wider kind of AQ composed of allied groups, whether in N. Africa or in, presumably and still, Iraq. Then there's even a third tier, individuals and local groups that are poorly organized but which are definitely fellow-travellers, supporters, enablers, and sometimes even act in concert with or in place of AQ. So it's both an organization, a set of organizations, and a movement. (I think of it in terms of a university's "resource center"--the center is there and trains/organizes/agitates all by itself, but it helps and cooperates with other groups to the extent they share a common agenda, and it encourages individuals.)
The Taliban are also a variety of things. There's Mullah Omar and the group that was in Afghanistan. They're sort of a single organization and Deobandi. Then there are allied groups, whether Hekmatyar's group in Afghanistan or the Mehsuds in Pakistan. When you get to this kind of group you're talking religion but also tribalism and it gets a bit fuzzy in distinguishing between where religion and tribal boundaries separate. Then there are other groups and militias called Taliban, such as Tehrik-e Taliban in Pakistan which is a sort of umbrella of smaller Taliban groups, and more clearly held together (most of the time) by religion on the one hand and anti-outsider/anti-government solidarity. The fourth "ring" of the Taliban is occupied by the same sort of people in the 3rd tier of AQ: They're sympathizers, enablers, weekend warriors (literally, in many cases). If you keep in mind that "Talib" is just "student," by default "religious student," it helps a little.
AQ is specifically a world-wide kind of thing, working cross-border in order to protect the ummah, the "Muslim tribe" and to defeat the infidels and restore Muslim dignity, from Indonesia through Central Asia to the Caucasus, Middle East, N. Africa, SE Europe, and Spain. Plus anywhere else that people are interfering in Muslim domination in what were Muslims used to dominate. At least that's one way of interpreting them. The Taliban is typically more local, but have been noted as spreading their reach ever so slightly, at least rhetorically: They want to have a good Muslim society and state for themselves, and threaten those that get in their way. Of course, it's unclear to what extent that's just a first step, and AQ and the Taliban can cooperate nicely enough on specific goals just as many of the various Taliban groups support each other and cooperate when confronted with a common threat.
4. Probably not, at least not seriously in Pakistan. Such camps aren't always easy to detect. First, Afghanistan and the NWFP/FATA in Pakistan are rugged terrain. Second, it's fairly traditional in a lot of the areas for people to live in compounds. You build a house and put up a big wall surrounding a bunch of land, other houses for family members, the well, etc., etc. if at all affordable. Why? Because then your womenfolk can go outside the house without the burqa/niqab/whatever--if there's a wall surrounding them they're safe and all the men they run across are near kin. That can be 4-5 or more families--so when you hear a compound has been hit and a lot of people killed in addition to some "insurgents", that's probably why.
Second, while mosques tend to start out small, the imam frequently builds a house next to it--and both require a compound. Well, the mosque develops, quite easily, a madrassah, so you have a complex of buildings with a lot of people. If the wealthy patron of the mosque is in the area, his house is likely to be a few feet away from the mosque--and the imam's house, the madrassah and their compound. A madrassah can easily become a training compound--what school doesn't have PE?
Distinguishing between large compounds and small "insurgent" training compounds can be difficult. Then there's the entire matter of local militias, which are common--not all of them are Taliban or AQ. Some are just there, the local protection that a village deems necessary. It makes it harder than you'd think. It also means that often the distinction between "civilian" and "insurgent" isn't the uniform (neither has one) or weapon (both have them) but intent.
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