Security Update 2021-002 vs 2021-001

Yes the later Security Update 2021-002 should include all the previous security updates of earlier

security updates. Certainly this used to be the case, but as you know the quality of Apples

updates has suffered in recent years.

If System Preferences> Software Update shows both, then maybe you should install both.

Both of these Security Updates are now available from the Apple Support Downloads site,

Apple - Support - Downloads So you can download one copy of each if you like and then install that across your many macs.

yes you can. but there seems to be a file sharing issue, so if you use file sharing you might want to wait.