Yes, Shapeways will combine them. Just be aware that there is a possibility they'll interpret the model differently than you intended so its best if you use something like cloud.netfabb.com to do it yourself and check the model over first.
Yes, they will be considered for pricing as one single item.
You have to be careful though: Shapeways does not perform a "boolean join" on your model.
While checking the model for "thin walls", this may lead to some incorrect rejections due to two surfaces that are very close to each other.
One thing you can do: if you can get your model saved in the STL format, then you can run it thru http://cloud.netfabb.com to do a proper boolean join against all the shells.Patience, Persistance, Politeness - the 3Ps will help us get us to Perfect Printed Products