1: I set a line of sight for when they see me to come, and one when they are close enough, to stop, but isn't there any problem about when he reaches the shortest line of sight, he is still inside the large one, like, could I put priority to the short one ?
Sorry, but your question sounds confusing to me. Who has the line of sight to whom? What are the short LOS and the large LOS? Who is within these lines of sight, the enemy or the player?
2: Less important, isn't there any way of making the line of sight visible, to see more precisely the radius it affects ?
You could make your own graphics to show the LOS, but you'd also have to ensure that it matches with the LOS behavior. If you're looking for a built-in method for showing the LOS without having to make one yourself, I don't think there is any.
3: Also nothing to do with the line of sight behaviour, but when I want to set the value of a global variable to a text, it won't accept, even though i've put the variable as a Text variable
Assuming that the global variable is indeed a text variable and not a numeric one, you should be able to assign text to it using syntax similar to the one below:
System: Set global variable 'StrGlobal' to "Hello world"
How did you set the value of your global variable?