I would like to create a pudding with vanilla + cocoa pudding powder, from the same brand.
Can I combine the two safely(cooking them all at once)?
Strictly from a safety perspective? Absolutely. If these are from the same brand then likely the only difference in their formulation is the flavoring agents used. Most of those will be quite similar, and won't react with each other or anything. I'm also pretty sure that powdered pudding mix is quite safe in general.
So long as you follow the manufacturer's directions you'll be fine.
Unless the package instructions are very different, yes that should be fine. A typical pudding mix will consist of
(A very basic pudding mix would be corn starch and cocoa powder, btw.)
So if you combine mixes, you combine starch with two (or more) different flavourings, which will be absolutely fine. Just read the labels to make sure you are adding the correct amount of milk etc.