Dear LUXiu,
For 1, one can mix basis sets and pseudopotentials with SOC, as with a regular SCF calculation, with the usual caveats (e.g. small basis set on some elements and large on other elements can lead to basis set superposition errors, etc...).
For 2, Philipp Christiansen's page, containing the valence basis sets, appears to be temporarily down. But, one can also access the basis sets from the paper, as you have correctly done, or from basis set exchange https://www.basissetexchange.org, under the name "CRENBL"/"CRENBS".
Alternatively, for Neodymium, (although this pseudopotential is not part of the internal library), a pseudopotential with spin-orbit operator is available from this paper from the Stuttgart-Cologne group https://pubs.aip.org/aip/jcp/article-abstract/90/3/1730/95906/Energy-adjusted-ab-initio-pseudopotentials-for-the. Associated valence basis sets are available on the CRYSTAL website https://www.crystal.unito.it/Basis_Sets/neodymium.html.