I've read that "It is not recommended that RAID types be mixed in a pool", which implies that it is possible. Why is it not recommended?
It would be very desirable in my setup, which consists of a mix of very-important, important and not important files, to dynamically assign different RAID-Z levels for different file systems inside ONE pool.
The second question is: what would happen, if disks begin failing? I understand, that I wouldn't be able to access not sufficiently raided file systems. But what if the raided ones (with sufficient redundancy to handle the failure) are nested inside file system that failed? Would they by available? How?
I'm planning to use ZOL, version 0.6.0.80, which compatible with zpool version 28 and zfs version 5.
Your point about storing important files on the more secure file systems shows an incorrect idea of how ZFS stores data within the pool.
If you have multiple vdevs, your data for all file systems is striped across all of the vdevs, you can't assign a file system to a specific vdev, the pool is used as a whole.
This means that the entire pool is only ever as safe as the weakest vdev. If you had a pool made up of 5 radiz3 vdevs, and a single disk vdev, a failure of that single disk would bring the entire pool down.
If you want multiple levels of safety, you're better off creating separate pools.
Just because you can doesn't mean you should...
How would you assign this data to the desired RAID sets dynamically?
The reason for avoiding RAID types in a pool is consistent access time/speed and reliability.
Your top-level devices, vdevs, end up being striped. ZFS performance scales with the number of stripes. While you could have a vdev of RAIDZ1 and a vdev of RAIDZ2, if combined in a pool, they would be striped together (e.g. RAID0 across them). You have no control over where or how the data is written...
If you have enough disks to have different vdevs and RAID types, please separate them into multiple pools.
There is a feature to allow you to set the number of copies of files so that they can be stored in different parts of the filesystem. Maybe that's closer to what you need.
Take a look at this resource to help you plan your ZFS implementation.
Paraphrased suggestions...