There have been many changes since the initial 2010 product release. Nintex recommends updating the 2010 environment to the latest and then migrate to 2013 -> 2016 ->2019. For instructions on upgrading to the latest version of Nintex Workflow 2010 refer to
Nintex Workflow 2010 - Product Update Process
Yes, migrations can be completed in stages. Much of this process is Sharepoint specific. For details on the Nintex process, please refer to the Site Collection Backup / Restore Method: Nintex Workflow Backup and Restore
Yes, this can be done. However, Nintex recommends being on the latest build. Please check the product update guide for the Nintex Version you are currently on and the destination one (2010,2013,2016,2019) if there are any pre-requisites to update to the latest builds.
Two farms can be connected, however it is important the Nintex databases have different names. If you are using SQL Alias, make sure they are pointed correctly.
It is important to take a copy of the Nintex configuration database and update the test environment. The Nintex configuration database has references to multiple pieces of workflow information.
For a production migration, you need to stop the SharePoint timer service prior to migration. For a test migration, you can take a backup of the content databases and then move it.
The Forms database has historic information for Mobile forms and Live forms. If you are not using external forms, you can skip the migration and create a new database.
Please refer to the release notes for the Nintex workflow product version you are referring to.
For example, for 2019 refer to product release notes for Nintex workflow 2019:
Nintex for SharePoint 2019 Release Notes
How does the migration affect Nintex Live / External (forms/workflows)?
During the Migration Live / External, it is important to stop workflow or forms, the ongoing requests will be queued and resume after the migration.
This should be run on the environment after the configuration database has been restored and before attaching the Configuration database in the environment
If the configuration database is not migrated, you would need to manually export and import them into the farm.
Nintex forms database is necessary to use Nintex Forms for on-prem forms. XML for Nintex forms is stored in the Sharepoint Content databases. Nintex Live forms and Nintex Mobile forms historic information is stored in the Nintex Forms database.
Please refer to this article on how to Migrate Workflow Constants:
Nintex Workflow Migrating Constants