1- There isn’t any limit. AnimGraph uses States to load animations. You can have many, but I didnt see any game that has tons of animations anyway. It would just increase your file size. Oh and don’t put everything in one State. 
2- As answered above, Unreal does not “load” all animations, rather use State Machines to call them. So you can make a boolean check etc to be able to use that skill and animation at the same time. This part can’t be answered properly as everything depends on how you setup your ability system and how you change your States in your AnimGraph.