1. Yes you can put up to 99 EAs in one Portfolio Experts. In the course I have chosen 10 to make it simple for the students.
2. You can optimize the EAs, but it is very time consuming. I prefer to test the EAs, or use the validator, and leave for future trading only the EAs that are currently profiting. During this time I generate new ones. This way I spend the time to generate new EAs instead of optimizing old ones.
3. Yes, the equity line should stay the same when you change the lots.
It is nothing confusing, just a refresh sometimes, and you will see no errors.