First I'll say welcome to the Forum. You're on the right track in wondering whether to keep adding more daisy chained Plug-n-Play accessories to to a single port. I would suggest not doing that because the small wires in the first port of the chain would eventually become overloaded by running too much current (power) through them. However, there's no real issue (besides cost) to adding more P-n-P if wired directly to the transformer or to larger accessory bus wires, like 14 gauge.
The ZWL has more than plenty of power to add more lights and accessories to the same channel (handle) if you wish to operate them at the same voltage, as long as they are wired to either a heavier gauge bus or directly to the transformer. I also like to use more than one channel be able to power certain different types of accessories with different voltages to optimize the way they operate.
There are quite a few good and relatively easy ways to connect multiple accessories on the same bus, including lever nuts and various types of terminal strips. More on those later if you like.
