Instruments

When modifying the instrument for the first staff, it also affects the instrument for the 2ns staff. Why?

The two staves are related to the same instrument. Edit the instrument for staff #2 and click "New" to relate a new instrument to this staff. The two staves will then use a different instrument.

How can I change an instrument temporarily, i.e. strings from arco to pizzicato or
horns from open to muted, and back again ?

Two solutions :

You define each instrument on a separate staff then your merge them.
You relate a rule to the staff, based for example on the note head color or shape, and you relate the rule to a different instrument. Each note following the criterion will be played using the other instrument.

How can I reallocate the instruments to a specific sound base to avoid warning when loading ?

Two solutions : You remove the warning in the General Preference, Load panel, or, follow this sample.
1- When the original document loads, a warning say the "trumpet[5601]" is not present
2- I edit the instruments, locate the instruments with no name before the "std"
3- I edit it, a warning say the sound (#5601) is not found and the closest (#5600) selected instead
4- In the dialog box "Brass>Trumpet" is selected
5- I click on another sound, "Trombone", then on "Trumpet" again
6- I validate, the correct sound name is displayed on the list.
7- I save the file
8- I reload it, no warning about trumpet is displayed.

Is there a way to add multiple instruments to one staff? I need several stops on the Pipe Organ and I can't do that.

Yes, see the video tutorial : "Relate more than one instrument to a staff using rules."