if you have more than 400 k can you deploy in an hierachical mode? No. You can deploy multiple Centers (based on Geo/Domains/etc') and send alerts from all Centers to your SIEM using syslog.
Max ppp in LGW is 10k this are hadcoded values or best practicies? Best practices. We'll handle as much as we can given the available memory and CPU. If you size the GW incorrectly it would just drop traffic until "crashing".
There will be a new version with more capacity? Yes.
P.S - someone should add a "comments inline" feature to this website...