1 Not much difference really- it depends on how recently they have returned.
2 'perhaps 'is less likely than 'probably' and 'it's just possible' is a very remote chance. 'I suppose' is a way of accepting that something is possible, especially when the speaker doesn't really want to.
3 It should be 'stamp collecting' and then I don't think there's much difference, though 'stamp collecting' sounds more like the name of the hobby to me and 'collecting stamps' describes the activity.
4 must/have to can often be used interchangeably, though 'have to' can be used to show that the authority comes not from the speaker, but from an external source. 'Be to' tends to be used in formal language and doesn't always have the idea of compulsion.