Theoretically having individual subs is better, but when you integrate enough frames per sub-integration, it should work very well. You can always do a test for yourself of course, but I don't see big differences. Enough frames then means, at least 40-50, so APP can perform proper rejection etc. When people have 100's of frames, I always advice to divide such a set into 100-200 per integration. That will also speed up the result.

I just did a stack of three sessions of M33 Luminance data using individual subs. Previously I just stacked together the 3 stacked files and I was getting a even uneven background. Stacking the individual subs gave a much better result. My question now is that when adding the subs, APP will asking if they are from Session 1-5. Are we limited to stacking 5 sessions of individual subs at once? or is there a way to tell APP there is more than 5 sessions? Thank you for the info.

Ah yes, well there can be differences because the statistics for the background will be different compared to a lot of frames. However, you should be able to correct that background just fine with the light pollution tool.

No there isn't a limit, you can set it to a custom number. However, sessions are only meant for the case where you have different calibration files per set of data.