1. So I kinda don't think it makes sense to drill down in a measure. Measures are going to be your numeric data (like sales dollars or number of days) and there is no hierarchical relationship between those numbers. If what you want is to see sales for different dimension hierarchy levels, then the drilling down in the dimension hierarchy will also "drill down" in the measure.
If this isn't making sense to you, maybe you could explain your use case some more?
2. Oracle Essbase is a cube data source, which means all of the dimensions are baked in when the cube was created. AKA Tableau Desktop can't change the dimensions in a calculated field because then all of the numeric measure data would be wrong. However, you may be able to Format Titles, Captions, Tooltips, and Legends or Format mark labels to get the combined labels you're looking for. Or, you can try Quick Start: Creating Calculated Members with MDX
Cubes are tricky, hope this helps!