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Can the new Formation of Necron royal court, which includes overlords, lords, and crypteks, split up and join other units independently since they are independent characters? Can they all join another unit together? or do they have to stay with just themselves?

They are all Independent Characters. There is no rule saying they have to stick together, or even be deployed together initially. Let them run free and rain death down upon your enemies.

Is there a rule in the formation that requires them to stay together like the one in Exterminatas for the C'tan formation? If there isn't, each member is a unit in and of themselves which have the IC rule allowing them to join units.

Gravmyr wrote:
Is there a rule in the formation that requires them to stay together like the one in Exterminatas for the C'tan formation? If there isn't, each member is a unit in and of themselves which have the IC rule allowing them to join units.

There is not.