Why should the order of Chebyshev be less than 1006? I've seen this statement in two places

Engorgio: An Arbitrary-Precision Unbounded-Size Hybrid
Encrypted Database via Quantized Fully Homomorphic Encryption

And

Because it is basically the last degree supported for a given multiplicative depth (11). See openfhe-development/src/pke/examples/FUNCTION_EVALUATION.md at main · openfheorg/openfhe-development · GitHub for more information.

If the number of oder is greater than 2031, is it also okay to set the depth a bit larger?like 13 or 14?

Yes, in principle you can set whatever degree you want, as long as the specified depth supports it. You just need to be careful to update the tables in ckksrns-utils.cpp if you plan to use the internal functions for a degree larger than 2031.