The shop is managed by more administrators. Can the SMS notifications be sent only to one or to all of them?

The plugin does not set any limit. You only need to specify the phone number of the administrators to whom the message must be sent in “SMS Notifications -> General Settings -> Admin phone”.

I do not want to show my phone number to the users who receive the SMS. What should I do?
It is not essential to insert your real phone number. You can insert a fictitious number in “Sender telephone number” of the plugin settings dashboard. This will not damage neither the correct functioning of the plugin nor of the service.