1) Try all the commands in device mode.
2) Only if it sends IR commands. The Harmony remote can NOT learn RF commands.
You can manually teach a sequence of 2 commands using RAW mode (select "custom" at the bottom of the learning page). However, if you don't have another appropriate IR remote to teach from, then you can use the new activity button sequence feature. The feature is currently limited to 5 commands per sequence and 10 sequences per activity. The feature is under "Activity > Customize Buttons > Add Sequence (bottom left)".