You can't link any, which I prefer because is it more secure. You just download the bank data and import it. As far as how many accounts can you work with inside the system, probably 30. But less is better and easier to manage.
No and that's not a feature I see them offering anytime soon. YNAB is first and foremost a budgeting methodology and the software helps its users to budget accordingly. While it has several nice features, they are all focused on the core of the software's purpose: the budget.
I am using YNAB 4 and it can import transactions that you have downloaded from your online banking. It doesn't connect directly to your bank or credit card account, however. They do have an app, which I don't use, so it's possible that has more options.
Sort of. I make sure to set up categories for business income and deductible expenses and make sure to categorize those expenses when I enter them throughout the year. At the end of the year I just print out a category report and I have my numbers.