1) Which Compilers are supported for the creation of FMEX files?

The best place to look first is always at The MathWorks’ support site. Tech file 1601 addresses this exact question, though I think it fails to discuss the Fortran options available for various UNIX platforms. Anyway, go to

http://www.mathworks.com/support/tech-notes/v5/1600/1601.shtml

if your compiler is not listed, read question 2: I have a Fortran compiler, but it is not supported by The MathWorks. Can I still use it to compile FMEX files?