Is there a cap on how many Umbral Shadows you can have on Nexus? Because I always make it my goal to be constantly stealing people to turn them into Shadows, but it reaches a point where even though I keep abducting sleepers, I don't get any new Shadows. Should I NOT be constantly stealing people?

Also, when should I start filling out sanctuaries? Because I usually wait till Nexus is full, but that might be dumb too.