AFAIK, there are no limits to the number of wonders that can be built via leaders. Back when I played Vanilla/PTW, I would use my first leader to build an army, and once I could build those on my own I used the rest of my leaders for wonders. In Conquests, SGLs are only good for rushing wonders/improvements. There's also a 'Scientific Golden Age', which is broken and nothing more than a waste of a leader.
There is a limit on the number of armies you can have. You must have 4 cities (pop doesn't matter) for every army.
There is a limit on the number of armies you can have. You must have 4 cities (pop doesn't matter) for every army.