Congrats on your purchase!
You are right in that you should not wear pave bands stacked beside each other without a small spacer or something. But people do it, and it is really about your comfort level. Pave requires some extra care, and you may have to replace a lost stone or . As long as you are ok with that, and you know the risk, wear away! But get your rings checked every 6 months or so.
And no ultrasonics! You could buy a steamer, which does a great job and is much safer for deep cleans, and just do regular soaks with vinegar/hot sooapy water a nd a baby toothbrush.
There will be a slight colour difference, but melee is generally just so sparkly, you do see colour in it you just see the sparkle. I would not worry about that at all.