Do the in-car cameras have their own built in microphones?

May be...

How was Jeff Gordon communicating with NASCAR during Watkins Glenn and not with his crew on pit road? Also you could hear Jeff Gordon speaking over air even though he could communicate with his pit crew. Is there more than one radio?

The in-car cameras do not have microphones. The TV crew puts one in for their in-car reporter who was Juan Pablo this week.

I have a 2 year old so I may have missed it, but I thought Jeff was speaking but his crew didn't hear him. He didn't "speak" with NASCAR, but saw the black flag they put out for him. That was his signal to come in.

Great question! Yes they do have microphones, but only so we the fans can hear engines, tire squealing, crashes, etc it is not a 2 way device. Remember during in-cars you can hear the car very well and if car crashes you can really hear the "bump" or "bang". But it can't be used as a communication device. If I remember correctly, the team asked NASCAR to black flag the #24 since they could not communicate. When problem was fixed Jeff came on and apologized to the crew because the radio accidently had become unplugged. The way ESPN does their replays can be confusing...I have noticed that what you are seeing is not always in sync with what you are hearing that may be what you are referring to about hearing Jeff????
Hope that helps.

he want
they black flagged him to come in
and also had his no. flashing on the score tower
then he figured it out that his wire was unplugged from his helmet to the radio

no