Max link is 7, but each link seems on only effect the SP bonus at the end and not by much... somewhere between 2-4%.

You get more total SP by doing everyones individually but it will take sooo much longer.

We had a group of 4 L37s and did Limsa 40s yesterday and got ~55k or so from full set 6 from everyone able to do 3-4 stars but it might have taken us closer to 2 hours, but you are rolling 2 41s it would explain even on 5s why you get done so fast compared to us.

I assume when we reach the 41 range we'll be able to handle 5s in limsa and complete in that amount of time as well.

Also, if its like L30s, the SP jumps at 40 and stays at that spot. So our 55k at L37 may jump to 80k when we hit 40 getting the higher end bonus plus doing the last star difficulties. I think all 3 cities will end up having the same amount of total SP gained per night if you do them in a group like that... it really comes down to how fast you can manage time ^^;