Are these sentences OK?
What football team do you support? or What soccer team do you support?
Do you support FC Real Madrid?
Are you a Real Madrid fan?
Who's your favourite football team? or Who's your favorite soccer team?
If there is any other saying please add.

Question

Answer

You would say "which football team do you support," not what.

Answer

All of those look fine, as Randy indicated.

The only thing to be conscious of is who your listener/reader might be.  In America, "football" is a completely different sport from "soccer".

Answer

All those look fine.