Yep, I've joined other factions in excommunication several times. AFAIK, the pope can ex as many disobedient Christians at a time as he wants.

As for the Pope only keeping track of one at a time, that refers to the warnings to you. In other words, if you already have one warning, you can attack anyone else without fear for the ten years it lasts, but the pope can keep track of warnings or excommunications to other factions at the same time.

As for Sicily not getting exed, I've heard that you need to outnumber the faction you're attacking by 2 provinces to 1 to get warned/exed, but I think I also heard people say they got exed without that, so I'm not sure.

And yes, you need to control the keep/whatever to manage anything in the province, including destroying buildings. Makes it hard to go raiding to destroy the enemy's infrastructure. By the time you can destroy it you've got full control of the province and might as well use it yourself. Oh well.