Is it legal to hold a mobile goal inside the robot and another one? (during the match, and skills ?)
Yes, this is perfectly legal.
I think the Q&A (and probably the Q&A Summary, pinned to the top of the Q&A channel) most likely has an official answer about this, too.
Does that mean you can make 2 MOGO lifts and stack cones on each of them at the same time? (Without cone possession)
Yes as long as you pay attention to the cone posession rules as you mentioned, I have seen a robot that does something similar to this
Also, keep in mind the 36" expansion rule. Just make sure that your horizontal dimension for two mogos doesn’t exceed the 36"