The only advantage to having several companions with high level skills is when some of them are knocked out on the battlefield so that the skill of a different companion can kick in - in the matter of backup/redundancy
If you are your companions have been KOed or leave the battlefield with low health your/their skills will not be in effect.
I am not sure exactly, but i think that you need to have at least 20% hp before your stats can take effect.
and like SXIII mentioned - the only skill that is stackable is trainer skill as every companion with this skill will contribute to the daily experience for the troops and not just the one with highest skill level.
Edit:
As for the map speed:
Besides pathfinding skill and having cavalry units only there are also other things that affect the speed of your army.
Army with mounted units will move faster than one with infantry/archers which you already know - but the riding skill for monted units and athletics skill for infantry/archers will also have inpact on map movement speed.
You can make a simple experiment, have an army with only sheriffs, which are mounted units but with 0 skill in riding... and then compare your movement speed for an army of same size with different cavalry units, like Pendor Cavalry or Young Nobles.
Other factor -
maybe the most important one is the size of your army. It doesn't matter if you have cavalry only or mixed army - the bigger your army is, the slower you will move
Finally there is your inventory. If you'd ever play as merchant you'd know that whatever you carry in your inventory does impact on your overal map speed. The more items or heavier ones will cause your army to move substantially slower. So if you carry a lot of food and loot from previous battles you will move slower than if you had only the most needed things.
A neat trick that i have learnt from native is to carry spare horses in your inventory. The extra horses in your inventory will improve your speed (at least will decrease the speed penalty from the heavy/large inventory) I usually have about 5-6 horses on the bottom of my inventory - handy if your steed is crippled in the battle so you can just swap for a fresh one and leave the limbed one to heal.