nicmar escreveuThis leads me to the question of sorting order. Is it possible to render this as an entire object, so the sorting order works correctly?
Check out the "Sorting Group" component. Also, skeleton renderers can be split up into 'sections' using the Skeleton Renderer Separator.
nicmar escreveuAlso if I want a shader, for example to highlight the player or a teleport-effect or something, can I apply this to both the spine animation and the unity sprites at the same time?
This depends on too many factors to answer broadly - if you are asking specifically about an outline-shader ("highlight the player"), then I don't think that would be possible with the combination of Sprites and Spine Animations, unless you rendered the character to a Render Texture and then applied an outline, which would be very inefficient to do for multiple characters. If there is a specific thing you're trying to do I could try to help see if it would be possible/practical.
nicmar escreveuOr is it a stupid idea to have all this in unity, instead of using skins with Spine?
Things would probably be easier in the long run if it was all part of a spine animation. Mixing sprites and spine animations on a single character would probably cause a headache in the long run, but again, without knowing exactly what you're doing its hard to answer. Like, is your characters head the only thing using sprites? Is it always on top of the rest of the body, or will you have to sometimes move an arm in front or behind it? Etc