The limit on signals used to be 2048 per instance, but I think it may be greater now.
Bandwidth is not an issue. Remember that the captured data is stored on the device in block RAM when a trigger occurs before being transferred over your programming cable so there is no bandwidth requirement. Data is always transferred with the logic analyzer is triggered or you can transfer it manually with one of the control buttons just above the instance manager.
Each new trigger clears the block RAM. If you're saying that you are looking at multiple trigger events one after another and want to see signal levels for each, then you'll need a more complex logic analyzer setup, such as using a state-based trigger where you can capture multiple triggers and progressively fill up the buffer or use multiple instances of the logic analyzer.
Multiple instances are independent from each other (unless you link them with trigger in/trigger out) and will all work simultaneously (shift-click to start multiple instances simultaneously).
I don't understand your final question.