The second question that I have is that is there a limit to how many great persons a city can have? Is it limited to one great person per city/capital or is it unlimited?
Unlimited. Page 18 says that great persons can be placed in the outskirts of "any city"--if a limit were intended, that's the paragraph where it would need to appear.
Thirdly, can an enemy kill a great person by sending in an army and attack it or are great persons immune to normal attacks and can only be killed via cards/nukes?
Page 25 says that any wonders or great people in the outskirts of a defeated city are removed from the game. Other than that and nuking the city via Atomic Theory,
I don't believe there is any way to kill a great person. [Update: The level 2 and level 3 "defection" cards can destroy great people. Missed that on my pass through the deck.] Cards that affect buildings cannot affect great persons. Disaster cards that reduce a square to grassland or desert change the terrain underneath the great person without affecting him.
A figure can blockade a great person, of course.