I don't think hearing gunshots or etc through radio is a feature. It would be pretty challenging to produce as well. I do know though that some people have their radio through a headset and game audio through speakers. That way you can sometimes hear the game audio in the background.

I've been trying to find this out for a few days now. I can confirm that the new and old versions are not compatible at all because someone in my group was having trouble using Teamspeak and TFAR until he realized he was on the beta and we were still on the older stable branch, he had to redo his Teamspeak and addons and switch over.