$\newcommand{\vF}{\mathbf{\vec F}}$ $\newcommand{\vN}{\mathbf{\vec N}}$ $\newcommand{\vT}{\mathbf{\vec T}}$ $\newcommand{\ve}{\mathbf{\vec e}}$ $\newcommand{\vx}{\mathbf{\vec x}}$ $\newcommand{\cC}{\mathcal{C}}$ $\newcommand{\cR}{\mathcal{R}}$ $\newcommand{\vAB}{\vec{AB}}$ $\newcommand{\pd}{\partial}$
The region for $I_1$ is the region that is between the circles with radius $a$ and$b$. In polar coordinates it is given by \[ 0\leq \theta \leq 2\pi, \quad a\leq r\leq b \] Using $x=r\cos \theta$, $y=r\sin\theta$, we get \begin{align*} I_1 &= \int_0^{2\pi} \int_{r=a}^b (r\cos \theta)^2\, r dr d\theta \\ &= \int_0^{2\pi} \int_{r=a}^b \cos^2 \theta \, r^3 dr d\theta \\ &= \int_0^{2\pi} \cos^2 \theta \bigl[\tfrac14r^4\bigr]_a^b d\theta \\ &= \frac14 \bigl(b^4-a^4\bigr)\int_0^{2\pi} \cos^2 \theta d\theta \\ &= \frac14 \bigl(b^4-a^4\bigr) \pi. \end{align*} (use the double angle formula for the last integral).
The region for $I_2$ is contained in the region for $I_1$. It consists of
all points between the circles with radii $a$ and $b$ that lie above the graph
of $y=c|x|$. This graph is v-shaped and consists of two half lines. The region
is therefore given in poloar coordinates by
\[
a\leq r\leq b, \quad \alpha\leq\theta\leq\beta,
\]
where the angles $\alpha$ and $\beta$ are determined by the slopes of the graph of $y=c|x|$.
We have $\tan\alpha = c$, so $\alpha = \arctan c$; the other angle is $\beta = \pi-\alpha$.
Thus we get
\begin{align*}
I_2 &= \int_\alpha^\beta \int_{r=a}^b (r\cos \theta)^2\, r dr d\theta \\
&= \int_\alpha^\beta \int_{r=a}^b \cos^2 \theta \, r^3 dr d\theta \\
&= \int_\alpha^\beta \cos^2 \theta \bigl[ \frac14r^4 \bigr]_a^b d\theta \\
&= \frac14 \bigl(b^4-a^4\bigr)\int_\alpha^\beta \cos^2 \theta d\theta \\
&= \frac14 \bigl(b^4-a^4\bigr) \int_\alpha^\beta \frac12 \{1+\cos 2\theta\} d\theta\\
&= \frac14 \bigl(b^4-a^4\bigr) \frac12 \{\beta-\alpha+\frac12\sin 2\beta-\frac12\sin2\alpha\}
\end{align*}
which one could simplify.
The region for $J_1$ is three
dimensional. It is the region contained between the two spheres with radius $a$
and $b$. The best choice of coordinates is spherical coordinates. In these
coordinates the region is described by
\[
a\leq \rho\leq b,\quad
0\leq \phi\leq \pi, \quad
0\leq \theta\leq 2\pi.
\]
The coordinate $x$ is $x=\rho\sin\phi\cos\theta$, and
the integral therefore is
\begin{align*}
J_1 &= \int_{\theta=0}^{2\pi}\int_{\phi=0}^\pi \int_{\rho=a}^b
(\rho\sin\phi\cos \theta)^2\, \rho^2 \sin\phi d\rho d\phi d\theta \\
&= \int_{\theta=0}^{2\pi}\int_{\phi=0}^\pi \int_{\rho=a}^b
\sin^3\phi\, \cos^2 \theta\, \rho^4 d\rho d\phi d\theta \\
&= \tfrac15\bigl(b^5-a^5\bigr) \int_{\theta=0}^{2\pi}\int_{\phi=0}^\pi
\sin^3\phi\, \cos^2 \theta\, d\phi d\theta \\
&= \tfrac15\bigl(b^5-a^5\bigr) \int_{\theta=0}^{2\pi} \cos^2\theta \left\{\int_{\phi=0}^\pi
\sin^3\phi\, d\phi\right\} d\theta
\end{align*}
At this point we have to know these integrals,
\[
\int_0^\pi \sin^3\phi\,d\phi \stackrel{u=-\cos \phi}= \int_{-1}^1 (1-u^2)du
=\frac43
\]
and
\[
\int_0^{2\pi} \cos^2\theta\, d\theta = \pi. \qquad\text{(double angle trick)}
\]
We get
\[
J_1 = \tfrac15\bigl(b^5-a^5\bigr) \frac43 \pi
\]
The region for $J_2$ consists of
all points between the spheres with radii $a$ and $b$ that also lie above the
cone $z=\sqrt{x^2+y^2}$. The opening angle of the cone is $\pi/4 = 45^\circ$,
so in spherical coordinates the region is described by
\[
a\leq \rho \leq b, \qquad
0\leq \phi\leq \frac\pi4, \qquad
0\leq \theta \leq 2\pi.
\]
The integral is therefore almost the same as $J_1$ except one of the integration
bounds are different:
\begin{align*}
J_2 &= \int_{\theta=0}^{2\pi}\int_{\phi=0}^{\pi/4} \int_{\rho=a}^b
(\rho\sin\phi\cos \theta)^2\, \rho^2 \sin\phi d\rho d\phi d\theta \\
&= \int_{\theta=0}^{2\pi}\int_{\phi=0}^{\pi/4} \int_{\rho=a}^b
\sin^3\phi\, \cos^2 \theta\, \rho^4 d\rho d\phi d\theta \\
&= \tfrac15\bigl(b^5-a^5\bigr) \int_{\theta=0}^{2\pi}\int_{\phi=0}^{\pi/4}
\sin^3\phi\, \cos^2 \theta\, d\phi d\theta \\
&= \tfrac15\bigl(b^5-a^5\bigr) \int_{\theta=0}^{2\pi} \cos^2\theta \left\{\int_{\phi=0}^{\pi/4}
\sin^3\phi\, d\phi\right\} d\theta
\end{align*}
Again using $u=-\cos\phi$, we have
\[
\int_0^{\pi/4} \sin^3\phi\,d\phi = \int_{-1}^{\sqrt2/2} (1-u^2)du
=\left[u-\tfrac13u^3\right]_{-1}^{\sqrt2/2}
=\tfrac5{12}\sqrt2 +\tfrac23
\]
so we get
\begin{align*}
J_2
&= \tfrac15\bigl(b^5-a^5\bigr) \int_{\theta=0}^{2\pi}
\cos^2\theta \left\{\int_{\phi=0}^{\pi/4} \sin^3\phi\, d\phi\right\} d\theta \\
&= \tfrac15\bigl(b^5-a^5\bigr)\; \bigl(\tfrac5{12}\sqrt2 +\tfrac23\bigr) \int_{\theta=0}^{2\pi}
\cos^2\theta d\theta \\
&= \tfrac15\bigl(b^5-a^5\bigr)\; \bigl(\tfrac5{12}\sqrt2 +\tfrac23\bigr) \pi.
\end{align*}
Switching the order of integration.
The domain of integration in the integral
\[
I = \int_0^{\infty} \int_0^x e^{-x}\;dy\, dx
=\iint_\cR e^{-x}\;dA
\]
is given by
\[
0\leq y\leq x, \qquad 0\leq x\leq \infty
\]
These inequalities describe the region in terms of vertical slices: for
each $x$ the $y$ values corresponding to points in $\cR$ satisfy $0 \leq y
\leq x$. If you describe the region in terms of horizontal slices, then
for any fixed $y$ we check which $x$ values correspond to points in $\cR$,
and we find $y\leq x \le \infty$. So the other description of $\cR$ is
\[
0\le y\le \infty, \qquad y\leq x\le \infty.
\]
This gives us two ways of computing the integral. First,
\begin{align*}
I
&= \int_0^{\infty} \int_0^x e^{-x}\;dy\, dx\\
&= \int_0^\infty e^{-x}\left\{ \int_0^xdy\right\} dx \quad\text{($e^{-x}$ is constant for
the inner integral)}\\
&= \int_0^\infty xe^{-x}\;dx \quad\text{(integrate by parts)}\\
&= \left[(x-1)e^{-x}\right]_0^\infty\\
&=1.
\end{align*}
The other way is to first integrate with respect to $x$:
\begin{align*}
I
&= \int_0^{\infty} \int_y^\infty e^{-x}\;dx\, dy\\
&= \int_0^{\infty} \left[-e^{-x}\right]_y^\infty dy\\
&= \int_0^{\infty} e^{-y}\;dy\\
&= 1.
\end{align*}
Line integral $L_2$. The vector \[ \vAB = \begin{pmatrix} 4\\-3\end{pmatrix} \] is a tangent vector to the line segment $AB$, but it is not a unit vector. To get the unit tangent divide by the length of $AB$: \[ \vT=\frac{\vAB}{\|\vAB\|} = \begin{pmatrix} 4/5\\-3/5\end{pmatrix}. \] It follows that \[ \vF\cdot\vT = \frac 45 \cdot 2 +(-\frac35)(-1) = \frac{11}5, \] and the work integral \[ L_2 = \int_\cC \vF\cdot\vT \,ds = \frac{11}5\cdot\text{(length of $\cC$}) = 11. \]
Line integral $L_3$.
To get the upward normal from the tangent, rotate it:
\[
\vT = \begin{pmatrix} 4/5\\-3/5\end{pmatrix} \implies
\vN = \begin{pmatrix} 3/5\\4/5\end{pmatrix}
\]
Thus
\[
\vF\cdot\vN = (\frac 35)(2) +(\frac45)(-1) = \frac25,
\]
and
\[
L_3 = \int_\cC \vF\cdot\vN\, ds
= \frac25\,\bigl(\text{length $\cC$}\bigr)
=\frac25\cdot 5 = 2.
\]
Therefore, if we know that \[ \frac{\pd P}{\pd x} + \frac{\pd Q}{\pd y} = 0, \] then Green's theorem implies that \[ \int_\cC \vF\cdot\vN\, ds = 0. \] On the other hand, Green's theorem does not say anything about the work integral \[ \int_\cC \vF\cdot\vT\, ds. \]
For the problem in question, we have $A=(0,0)$, and $B=(\pi,1)$, and therefore \[ \int_\cC \vec\nabla f \cdot \vT\, ds = f(\pi,1) - f(0,0). \] The fact that the path $\cC$ is the straight line segment from $A$ to $B$ does not matter in this problem. The answer would have been the same for any other path.
The function is $f(x,y) = xy\cos(x)$, so \[ \int_\cC \vec\nabla f \cdot \vT\, ds = \pi\cdot 1\cdot \cos\pi - 0\cdot0\cdot\cos 0 = -\pi. \] Different solution: you could also calculate \[ \vec\nabla f = \begin{pmatrix} y\cos x-xy\sin y \\ x\cos x \end{pmatrix} \] parametrize the line segment $\cC$, and compute the (ugly) integral. This is in principle correct, and if you don't make mistakes, you should get the same answer. It was not the intended solution.