How do they fit that many sevros into such a small unit?
I spoke with someone who apparently asked that same question, and the answer he got was that some of these builders remove the casings off the servos and redistribute the electronics, gearing, and motor to fit inside of the limbs more compactly. Amazing.
Where do they fit batteries?
They typically use batteries that last about ~10 minutes, and swap them out when they are low on charge.