Yes, yes, and yes. If your instructions are not understood, be more precise.

Yes, you can say these things. They may be understood, if the context is clear, and if you often say such things. But they could be phrased more clearly, to remove risk of confusion, for example "go downstairs and play" and "go upstairs and play" and "go inside and play" are much clearer phrases. But in daily usage, things like "go up and play" and "go up there and play" and "go in and play" and "get in there and play" are very common - often combined with hand or head movement gestures for added clarity and instructional tone.

Often, just keep it simple. "Go downstairs and play." I don't hear the expression "go down and play." Similarly, "go upstairs and play." "go outside and play." "Go out and play" is used, too. But not the others that I know of.