Answers to those questions are provided in the blending sections of the
Munchkin 7 rules.
Ships are not Steeds, so you can have one of each. Note that any Ship's Run Away bonus replaces any Steed's Run Away bonus which replaces your own. Vehicles are treated as Steeds, though, when you blend sets with both of those types of Items. These Items all carry themselves, so they do not count against your Big limitation.
Hirelings, Mooks, Allies, Comrades, Sidekicks, etc. are the same thing as each other, though. You can only have one of any type.
Curses, Traps and Disasters are also the same type of thing and anything that works on one works on the others. Madnesses from the
Munchkin Cthulhu expansions are different, although things that work on Curses and Traps (and probably Disasters) also work on Madnesses; just not the other way around.
Powers and Styles are different, as are Races and Mojos, etc.
The Rules Checklist in my signature also summarises a lot of these similar things.