> how would one go about creating a replay ?

One would use XCC Game Spy if it's for RA2.

> can i save a *video* of some sort of the online QM that i play on my harddrive?

No, not a video.

> I know when i press Ctrl-C, RA2 takes SS in ###.pcx format
> can i record a short video in a similar fashion?

> also with the SS, i once played someone in tournmant custom match where we both had 1 starting unit. The host then called me a map cheater when he saw my base stretch.
> SS doesn't show whether the Game was played in online QM or custom match.
> would RA2 game record show this ?

No.