Eyeshadow, eyeliner and mascara on your natural lashes are all fine. The single rule is no oil near the lash line, because oil is what dissolves the adhesive.
Removing makeup while wearing the lashes: use an oil-free micellar water or a water-based cleanser. Check the bottle first, as some micellar waters are bi-phase formulas with an oil layer (the liquid separates, or the label says "in oil" or "for waterproof makeup"), and those will lift your lashes. Technique matters as much as product: dip a cotton bud in the remover and work around the lashes rather than sweeping a soaked pad across the lash line, and keep the liquid off the bond itself. For stubborn long-wear liner or mascara, hold the pad over the product for 20 to 30 seconds and take a second pass rather than reaching for oil.
Mascara over the clusters: you can, with two caveats. Use an oil-free mascara, and be aware that mascara over the clusters will shorten their wear regardless of formula, partly because of the product and partly because removing it means more contact with the lash line. Most people find the clusters give enough definition on their own; if you want extra, mascara on your natural lashes only is the better compromise.
Wait until the bond has cured (24 to 48 hours) before any cleansing near the eyes, and keep eye creams, balms, SPF and oil-based moisturisers away from the lash line throughout.