I'd like to know if it's possible to set autopilot to go to the airport that is not reachable (e.g. does autopilot take into account fuel levels)
The autopilot doesn't know anything about the aircraft's fuel state. The autopilot is just the "muscles" moving the controls to point the aircraft where it's told to go. The pilots can directly control the autopilot or they can set up the Flight Management System to guide it. The FMS will give you an "Insufficient Fuel" message anytime it thinks you will burn into the amount of reserve fuel you entered into the FMS during preflight.
also is it possible to set it to go to x,y coordinate without entering waypoints but just tell it to go straight there? Again with or without fuel constraint.
Think about it, what's the difference? Go to a waypoint a mile away or 10,000 miles, the FMS doesn't care. Again, it will give you the "Insufficient Fuel" message if it thinks you'll burn reserve fuel getting there.
Will autopilot automatically engage if it feels the plane is without human control ...
No