If I send my ETH from address 0xA, and then immediately send another one also from address 0xA, is it possible for the two to be mined in the same block? Or the second transaction must always be mined in later block?
is it possible for the two to be mined in the same block?
Yes. As long as they're ordered in the block in such a way that the state transitions are valid (i.e. transaction #1 must happen before transaction #2).
This should happen automatically, as miners will (should) always order transactions from the same account by their nonce.