1) Yes, you can teach any command from any device to any other device (including teaching commands from an alternate dataset). Just make sure you use the correct OEM remote configured for the desired device code (if applicable). Also make sure you use appropriate command names. I recommend you precede the name with the intended device like DVDPlay, else it will become very confusing to both you and the database police.

2) No, you can not combine two DirecTV DVR's as a single device, but you can teach it commands from its alternate dataset (see 1 above).