Centos – SSTP vpn server and how can I run one

As long as the VPN servers do not use the same IPs internally, it should possible - but probably not by using only one wrapper like NetworkManager. You need to start at least one VPN client by hand or by using others tools like kvpnc.

Depending on what you want, you need to be careful with the routes. You need to get sure, that the routes which are set by the second vpn client do not replace the direct access to the first vpn server. You may need to set explicit routing options before you start the second vpn client by calling:

ip route add IP_OF_FIRST_VPN_SERVER dev WAN-INTERFACE
ip route add IP_OF_SECOND_VPN_SERVER dev FIRST-VPN-INTERFACE

(replace the words in capitals by the corresponding values. Your WAN interface is probably eth0 or wlan0, the vpn interface could be e.g. ppp0).

Additionally, the two vpn clients need to use separate interfaces (which should be normally the case).

I moved from Ubuntu to Debian a couple of years ago and never regret this decision. Concerning your questions:

1. You can use different branches of Debian. As a new user I would recommend the stable branch (which is indeed very stable but sometimes lacks new software) or the testing branch (which is only a little less stable but provides newer software). Both branches provide security updates. They are installed every time you do a system update.
2. Debian Stable doesn't get any new software - only bug fixes and security updates. Debian Testing is rolling release *), meaning that new software is provided continuously. This is a difference to Ubuntu, where you have to upgrade to the new version every once in a while to get new software.
3. I cannot answer this question as I have never used Cent OS. I heard that it is a good, stable distribution. As it is used for servers, it also should be quite secure.

Coming from Ubuntu, you might want to consider that Debian is more similar to Ubuntu (to be precise, Ubuntu is built "upon" Debian). Both, Debian and Ubuntu use Apt. Cent OS is a derivate of Red Hat Linux and uses RPM instead. There is nothing wrong with either of them, however you might already be more used to the Debian approach.

*) To be precise, just before the current testing release becomes the new stable release, there is a so called "freeze". In this time window testing doesn't get any new software - just bug fixes. After that, when the new stable release is out you have to perform a dist-upgrade (apt-get dist-upgrade) to update your system to the new testing-release (if you want to do so, make sure your /etc/apt/sources.list contains the word testing instead of the name of the current testing release, e.g. stretch).