Yeah if you look at what happened to both the Dunyain that ended up in the world, and even the 1/2 dunyain, I can see why Kellhus wouldn't want more. They are hard to condition, and the Dunyain live in a black-and-white world, meaning that either you agree with them completely or you are wrong. Kellhus might not have the time/energy/need to risk having a cadre of Dunyain subverting him at all times.
As for the bloodlines, I've made my arguments elsewhere, but basically all the Dunyain would be related but not to a huge extent (with careful breeding controls). Now, the surname question is interesting to me.
It seems very un-Dunyain to have a surname.
Not sure how useful the patriarchal way of the woman taking the man's name is, especially for the dunyain. The name would be meaningless after 2000 years, since all Dunyain would trace back their ancestry to the Anasurimbor Scion. There certainly aren't enough Dunyain that they need the surname to differentiate peoples, and I doubt there is much of a family structure to warrant the name either.
The only useful thing I can think of for the surname is to denote current breeding statistics, where the surname is simply assigned to each generation based on their specific genetic make-up. Something along the lines of, Dunyain child XXY exhibits phenotypically Anasurimbor traits and/or was breed to have specific traits common to that line, and therefore his assigned name is Anasurimbor XXY.
Even then, though, its unlikely that any of them have a particular attachment to their name, and it just seems a bit absurd to think that they carry that name around with them in their daily life.
Maybe Anasurimbor is actually a title given to the most proficient child of each passing "class", and has nothing to do with bloodlines. But, again, why bother? Its just a name. A word used for control.