Hi, building community lots is my favorite part of the game. So, I'm gonna try to help you out.
Yes, there are two general types of community lots; rabbit holes and community lots you can enjoy with your sims.
When placing rabbit holese on a lot, you'll want to set the lot type to either "Visitors Allowed" or "No Visiyors Allowed" it depends on whether you want Townie sims hanging out on the lot. For example, I would set my town hall as "Visitors Allowed" so townies can stage protests. I would set my grocery store as "No Visitors Allowed" cause townies would hang out there instead of the fun lots I'd rather they hang out.
Rabbit holes can be placed on lots with other rabbit holes. You can place as many as you can fit. Just don't block the front doors or your sims won't be able to go inside. Rabbit holes can't be placed on regular community lots. The game will let you place the rabbit hole, but the lot won't work right. For example, I wanted to build a cat park and I wanted to put my fortune tellers wagon on that lot (for the familiar pet moodlet cats give witches). When I finished building and set the lot type I received a error stating that the special item on the lot needed to be removed so that sims could treat the lot as a cat park. Sure enough, I couldn't send my sims to the park but could send them to the fortune tellers wagon.
Some non-rabbit holes can be combined as well. The best ones to combine are "register based." These include: consignment store, elixir consignment store, food register, books register, etc... I definetly recommend combining these. A books register is much smaller than a bookstore rabbit hole. If you do, then there are a couple of lot designations that might work (I don't know which works best, so you could experiment). I would recommend trying: "Hangout," "Supernatural Consignment Store," or " Visitors Allowed."
Other lot types can technically be combined, but you won't be able to get the best use out of those combined lots. Yeses, you can put a pool in a gym. But you would have to set the lot type to either "Gym" or "Pool." if you set the lot type to a gym, then your sims would get the "Fit Atmosphere" mood let and benefit from working out at the gym. Unfortunately, you wouldn't be able to use the pool for pool parties, fulfill the "Visit Neighborhood Pool" wish, or get the +15 "Beautiful Pool" moodlet. If you set the lot type to "Pool" then you would get all the benefits of a pool lot, but none of the benefits from the gym lot. It would really be your decision as to whether you care about a specific lots benefits outweigh the space you would save by combining them.