Hi Jasper,
1. You can find the ADXL001 frequency response waveform from Figure 1, on page 1 of ADXL001 datasheet. There should be no 500kHz signal come out from it. Would you kindly check the power supply for the whole signal chain at the same time. I worry about the 500kHz signal that you saw is coupled from power supply. Please share the waveform that you get.
2. It is OK to do so.
BR
Neil