1. Is it better to train just 1 or 2 skills (let's say JS and JR) or should I try to balance the players skills, so that JS,JR,OUTD,DRIVE would have as equa as possiblel rantings?
first you should train all, but to take a bit of focus wasn't bad ;) A pg should have a bit better Passing, and Sg better shooting etc. But very balanced players also work on both positions, but maybe a little bit worse(but maybe it is the best compromise for 2 position training where pretty similiar players play at SG/PG, and salary)
2. What are the best skills to train my SG's and for how long?
thats depend on how they look, and how good they should be in the end. The Best skills should be JS and OD, followed from Jumprange(with single pos training you could make that more often).
3. Should I just focus on my SG's or buy a couple of young PGs and train my backcourt all at once?
both way works :) But if you made single pos training don't forget that the sg have to play on PG often. I made a long time single position training and don't regret it, but 2 pos training is more common.