I also focus solely on Leadership and I sell all my other prof assets. I make about 40kAD in assets every couple of days. Once a week I list all my assets and everything sells within 72 hours.
Yes, upgrading to Epic will set the level cap at 30. However, I doubt we will see a third ability unlock like we have on normal Epic companions. As for the Skeletal Dog, the main draw for upping its rarity will be to unlock the level 30 skin which was teased at the event dias. Blue fire and red eyes FTW.