Over the time you eventually end up having a couple of tiny (or not so tiny) balances on various change addresses, so how are they going to be used for future transactions and what does it means in term of privacy? In Electrum, I can manually set one or more addresses to be used for the next tx.

If I use two change addresses to make a transaction to another wallet of mine, then it would be clear to everyone on the blockchain, that these change addresses belonged to the same wallet, no?
Wouldn't I have double the transaction costs, using two addresses?