yes, you can activate skull shield, and it will still be there if you equip an orb. but if you take enough damage, your skull shield gets weaker, so you would have to put skull back on to strengthen it again.
you can take a Set affix off of a non Eternal Pet, but you can not add a Set affix to a pet.
the SDS set nerfs the All Set affix, so to get the SDS bonus, you need to meet the requirements for the bonus by having that many items with the SDS set on them. so 6 SDS items to get the Temperance bonus.
helpers-do you mean minions? 3 is max, unless you have that set that increases the max number of minions you can have.