[Suzerain of Sheol]

They don't retain anything, no, besides decelerated aging. But, on the other hand, they've been surviving on their own for like 30 years now, so they're probably well-armed and good in a fight.

And, no, nothing's preventing you from eating anyone unless I don't think Lev could physcially manage to do so (like... if he wanted to eat one of the Horsemen without somehow mission-killing them first). I doubt he'd get any sort of level-up from it, unless their powers are in some kind of sealed genetic code or something...