Model files in CI4

1) I'm already grouping many tabel's data into big multi-table objects, i.e:
$GC->Tabella1, from AA_Tabella1,
$GC->Tabella2, from AA_Tabella2...
How can I replicate this in CI4?
1A) in the models, reading multiple tables and constructing there the multi-table objects?
or
1B) in some 0-level libraries, reading from CI4-standard single-tabel models?
Option "1B" can work if I can declare the used model in the library file header, instead of in the controller. May I?

I would do it with your 1B solution. This is how I did it in my tutorial. Simple models and entities for recipes and ingredients, and the library build the final object containing one recipe with all its ingredients. But you can also do it in the model if that's what you prefer. It's really is a personal choice on how you want to organize your code. Personally I prefer my models to be simple and to do selects in a single table. 

2) $GC is declared "static" in the Controller. So I can handle it with the librarie's functions.
This will not change from CI3 to Ci4, right?

What is $GC and why does it need to be static?

3) In each library I had this header:
protected $CI;
public function __construct()
{
// Assign the CodeIgniter super-object
$this->CI =& get_instance();
}
In this way I can use in the libraries the header of the controller.
How does it work/translate this in CI4?

There's no longer a CI super-object in CI4. You can use service('.....') to get a reference to the shared instance of the object you need. For example, if your need the request object in a library:

PHP Code:

use CodeIgniter\HTTP\IncomingRequest;

$request = service('request'); 


Note that the request object is already available in the controller with $this->request.

4) In CI4 standard Model there is a Key declaration:
i.e: protected $primaryKey = 'id';
It assumes that the table has a single key.
90% of my tables have multiple keys, i.e. GameID, ItemID: can the standard CI4 models handle this?

This is to define the primary key. Not the foreign keys. If you have a table where the primary key is a combination of several columns, I would advise to change that to use a single column with an auto-increment id. If you can't do this, you won't be able to use some functions from the Model class because it needs a single column for the primary key. But if your other column are just reference to other tables, it won't cause any problem.