Is it possible to damage the car when you forget to switch of the 'gras/gravel/snow' terrain response modus and drive 30km at 110 km/h (20 miles at 70 mph)?

I thought I had read that you should not use the special terrain response settings at speeds higher than 50 to 60 km/h, i.e. approx. 35 to 40 mph, because you could damage the motor at higher speeds. Is that correct?

For sure you can't damage the engine.
In gras/gravel/snow mode the auto gearbox will change gears up as soon as possible to prevent slipping because of the high wheel torque. Therefore the engine RPM will be in the lower range. So you can go as high as you want.
On the contrary, on sand mode, the current gear will be kept as much as possible for moment conservation. In this mode the engine will always be in the upper RPM range. Here could be a problem, but not on the short run.

I think you will find that if you go 'outside working parameters' for any given TR setting you get a dash warning and the system reverts to normal mode if it's anything like my D3's system was. Or was that just the air suspension breaking again