Yeah, the "limit of 1" rule is mainly for roles, but to keep things simpler we apply it to alter session as well.
Combining should work, although some of those aren't valid ALTER SET commands.
For example,
numformat, linesize and pagesize are SQL*Plus commands, not ALTER SESSION SET commands - so they are processed by SQL*Plus, not the database itself. You can see a list of those here.
ENABLE PARALLEL DML is an ALTER SESSION command, but it doesn't fall under 'SET'.
Here is the ALTER SESSION docs so you can see what's allowed with SET
I'd recommend testing it in the editor to get single command that works - I got this to work:
alter session set nls_length_semantics = 'CHAR' remote_dependencies_mode=signature