At quick glance, it looks like the VIH of the ST485 (2V) is less than the VOH of the of the PIC (2.4V) so it is OK to drive the 5V part from the 3.3V.
Looking at the regulators, they both want a 10uF cap on the output for stability. The applications schematics also show a 10uF one on the input; I would add one or at least provide the footprint for it on the board; they are cheap. You will run into a problem with the 5V regulator, however, as 6V doesn't give enough headroom. There are some RS485 drivers that run on 3.3V, and they are not much more expensive than the ST485 plus the extra regulator.
Looking at the LED, there are two things to take into account - sourcing the segments, and sinking the common cathodes. You have one pin for each cathode; that pin would have to sink the full current from 7 anodes. That's why I mentioned needing a transistor there as the PIC won't be able to handle it. BTW, 20mA per segment seems a bit high these days (though the average current will be about a third of that due to multiplexing, so you may need to hit them that hard...)
/mike