I don't have too much experience with playlists, but the comments I see in the Roon Labs forum indicate that you could include multiple playlists.
https://community.roonlabs.com/
With regards to limits, it might be tricky with Roon. I only add Albums as favorites with Tidal, and I can do this from the Roon software or directly with Tidal's desktop or browser interface. When I add an album as a favorite, Roon automatically shows the album in the Albums section, the artist in the Artists section, and all the songs from the the album in the Tracks section. By adding an album as a favorite, Tidal only sees this as a Favorite for albums, and this is separate from Artist or Track favorites.
For example, I have 1069 Tidal albums that are favorites. In Roon, I see all of these under Albums, and I can shuffle all of this music and it will play anything from these albums. But without me having to do anything extra, Roon added all of the Tracks for each "favorited" Tidal album under their Tracks section, and the same was done for the artists. In the Roon interface, I show 14,721 tracks available from Tidal. These can also be shuffled in Roon, but it should be no different than shuffling from the Albums section in the default settings. I already have more songs from Tidal than are allowed to be favorites, since these songs are included in the 1069 favorite albums.
That said, I would expect you to be able to add multiple playlists with the max number of songs in each. Though, I don't know if songs from playlists automatically populate in Roon Artists or Tracks section. If all the playlist songs automatically appear in Roon's Tracks section, you are good to go for shuffling everything. Not only that, but Roon has a very nice Radio section that can utilize the Tidal or Qobuz library, if you are a subscriber, to play similar music based on Genres/Artist/Albums/Tracks. Found a lot of cool new stuff that way.
I can test later tonight if you don't find your answer sooner.
Also, I believe the online tool, Soundiz, would be able to assist in migrating Tidal playlists as you outlined in your reply. Nothing is perfect and you would still need to manually add some stuff that just doesn't migrate automatically, but Soundiz usually does a fantastic job of getting most things.