The reasons I say bring a Loki is many. 1. You have a guy who's NOT training lasers now (so things like Mach's are viable later if you want) 2. you can still armor tank it (which isn't normal for a Minmatar ship) so it works with your guardians 3. Drones are mighty inefficient for killing frigs and close orbiting cruisers. With 3 Abaddons tearing through BS's and Cruisers who are at range you end up with your ships and rat frigs and rat cruisers left on grid very quickly.
Trust me on this, I was training my Noctis pilot to get a Golem so I could loot/salvage and fit small (yes small) missile launchers just for frig killing! The frigs took longer to kill than everything else in many cases (and drone management is a pain, and they get eaten quickly these days since the AI changes). Also the fewer BS's you have the less reppers you have to swap mid fight (I normally left 2 on each BS and only changed if one was taking more damage...watch your watchlist).
Yes the Noctis' value is entirely mission dependent. This is a good guide to follow for "is it worth it to loot/salvage":
http://jestertrek.blogspot.com/2012/...ng-part-3.html I ONLY did tag missions (and Gone Berserk, and once in awhile Damsel in Distress), but I had 3 guys requesting missions with 5 agents each in a pocket, so I could cherry pick. You could definitely swap the Noctis if you wanted for a Guardian or another dps ship.
Your last question is sort of loaded. Can you do wormholes with this group? Sorta...wormholes sleepers' AI is beastly: the neut, the switch targets, the multi-target, they have omni-damage, they multi-target, and that's just what I can think of off the top of my head. If you're talking about multiboxing in a corp you can expect to be able to bring a dps and logi maybe, but bringing your full group is probably asking for A. a wipe to the very hard sleeper rats or B. losing your fleet because you're so busy multitasking the fight you didnt notice the probes out and you get hotdropped by Russians, bubbled, and wiped. In nullsec fleet fights you might could get away with bringing your dps, but you couldnt do dps and logi (or just bring multiple logi..get good at that and you'll be loved). In lowsec your group would be great. My CEO ran 2 abaddons and 2 guardians and rarely met his match or lost a ship in lowsec fights. The trick there is to stay mobile and don't let someone who can put together a big group to come kill you chase you down.
Incursions are the WOW Raiding thing in EVE. The people who make money off this (yes it got nerfed) do so because they can do them so fast that the isk/hour is good. I know our resident 32 boxer in EVE has done them and made money doing them, but I can't recommend them for anyone unless you want to just bring a ship or two to an existing fleet.
You are correct on the Nightmares being shield tanked. I ran my Abaddon group while cross training my logi pilots into Caldari cruiser 5, then switched the team entirely to shield tanking. But OMG a Nightmare with 4 T2 tachyons just melts BS's like butter.
At the end of the day what I would recommend for any "which direction do I go" multiboxer in EVE is this: diversify. Have multiple ways that you are making money ALL AT THE SAME TIME! I have 8 guys doing PI ALL THE TIME. I have one guy buying and selling on the markets ALL THE TIME. I'm currently setting up my nullsec mining op so that I can have 5 guys mining, 1 boosting and 2 ratting. If I'm offline I'm making isk. If I'm online I'm making more isk. If I'm PVP'ing I'm making isk (and prolly losing some too!). That's the power of multiboxing in EVE IMO, not the "run the perfect OP group in PVP/PVE and own noobs/mobs" mindset of multiboxing WoW or other games (which is fine in its own right...I did that too

).
Good luck. Fly safe.
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