>When I have SET NULL ON and I issue INSERT INTO command .NULL. values are present in fields that I don't include in INSERT command and that's ok, but can I have all that with APPEND BLANK?
>Can I issue APPEND BLANK and get .NULL. values everywhere where field is checked to have .NULL. values except fields when I do REPLACE?

AFAIK, only if the default value of the field is .null., e.g.

open database somedatabase && can only have default value if in DBC
create table test (ctest c(10) default null, itest i default null) 
append blank