The limits of what can be done seem largely self-imposed.
That is to say that the more a talented Dreamer believes they can do, the more they can do. In fact, that may very well be one of the key traits to making someone a powerful Dreamer: a strong imagination coupled with self-confidence/suspension of disbelief.
There are limits, though, on what can be accomplished in the World of Dreams that might persist outside of it.
Iirc, wounds suffered within the Dreams persist even after waking. This implies that healing could be accomplished, although we never see it. Perhaps Egwene only willed the pain away because it didn't occur to her that she could do more. It takes practice and experience to learn just how far one can push the abilities of the Dream, and she was relatively inexperienced at that point.
I'm fairly certain that a powerful Dreamer could will someone dead. After all, that's not really much different than willing a weapon into existence and then stabbing them. The trick appears to be to convince the victim that it is possible. It would be unlikely to work on another strong Dreamer; they would simply will themselves to stay alive. Someone unused to the Dream, though, would likely be easier to will dead.
Regarding willing an angreal or sa'angreal into existence: almost certainly. We've seen that a ter'angreal can be willed into existence. Considering that this was done by someone who had no understanding as to how that ter'angreal actually functioned, let alone made, it seems likely that it was merely a mental prop. Moghedien was enslaved not because she was wearing an a'dam, but because Nynaeve and she both believed that the a'dam would function.
There's nothing channeling can accomplish that can't be replicated by a strong Dreamer in tel'aran'rhiod, and strength in channeling (indeed, even the ability to channel) is unrelated to strength in tel'aran'rhiod. It is my belief that the generally reduced effectiveness of weaves is reflective of lack of confidence/belief. The weaves themselves only function at all because the person using them believes (with various degrees of conviction) that they will.
A dream angreal/sa'angreal would make existing channeling stronger simply because the person holding it believes it would.
Pregnancy, on the other hand, requires not only a physical change that would have to persist outside of the Dream, but also an actual person to be re-added to the wheel of time (i.e. a "soul"). Someone could probably believe they're pregnant, but unless they also believed that the pregnancy was advancing at a phenomenal and unnatural rate, they wouldn't give birth in the dream, and the pregnancy would cease to be once they awoke. If they somehow were made to believe that they were pregnant in such a way that the baby came to term and was delivered while still in the Dream, the baby would only exist in the Dream, and almost certainly would be a soulless replica of a person, and not an actual person.
I don't believe your "manchurian suicide bomber" scenario would work. Perhaps some form of (subtle) compulsion would work, as the mind is susceptible to suggestion even when unconscious (e.g. hypnosis), but the actual weaves would not persist.
Mat's amulet almost certainly would protect him from channeling in the Dream, simply because he'd believe it would. Note, however, that channeling is very different than manipulating the Dream, so a Dreamer could simply will the amulet away. However, they likely wouldn't need to, simply because they could use their will to directly affect Mat without resorting to channeling.
Again, Dream versions of ter'angreal probably aren't really functional in the Dream. Instead, they provide a focus by which the person wearing/using them can easily convince themselves that the effect works. It is the belief that works; not any innate property of the (dream version of) the object itself.
