"For OSPF, can we have 2 separate Area 0 and interconnected via FE or WAN links?"
You never want to have more than one Area 0, and connections can be via any type of link.
"Also, what are the issues with tuned OSPF for very large network?"
Depends what you mean by "tuned". The most common tuning option is adjusting neighbor timers. This can impact, especially on shared broadcast media, whether OSPF believes it loss a path, when it hasn't, or be slow to detect such loss.
Large networks, those with a large area topology, are more likely to overload routers when the topology changes, due to the SPF calculation.
Area design is very critical along with area types and address summarizations for large OSPF networks. I think of this as design, not tuning.