Adding a new data set in SSRS with nested stored procedures

Depending on the version of Report Builder, you can only build from a single data source. I'm pretty sure this is still the case with SQL Server 2008R2, although Report Builder 3 can consume data directly from a database without needing a report model, although you need to build data sets using the individual connections and I don't think you can group items from different data sets by a common value.

You can do this gouping with SSRS (see this article for an overview), although I can't see an obvious way to do it in RB3. This article indicates that you can't nest items based on different data sets, so it's looking like common rollups aren't possible in RB3.

Yes, you can have several Report Servers installed on a single SQL Server. As you noted, the multi-instance support on a single machine is available, but not what you are after.

For multiple distinct ReportServers on different servers, but using a single database, you simply have to configure this in the Reporting Services Configuration Manager.

As noted by GShenanigan this is described in the Scale Out Deployment. http://technet.microsoft.com/en-us/library/ms159114.aspx (same link)

In that phase of installing a Report Server, you must choose the database server that you want to use. Then you can separately use the RS Configuration Manager to either choose the existing ReportServer datbase or choose a new database named to whatever you want to call it.

When a new database is set up, the ReportServerTempDB will be named similarly. For example, creating ReportServerHQ would have a ReportServerHQTempDB also created.