You can install only on gateways or only on SMS, but then it might not fix some of the issues in the list. It would be much-much better to install jumbo hotfixes on all gateways and on management server (Logs or SmartEvent servers too). Also, for R80.10 there are updated versions of SmartConsole, which also should be installed after Jumbo Hotifx installation on SMS. But if we are talking about R80.10 version, please read carefully all the limitations, like for example:
R80.10 Jumbo Hotfix Accumulator Take_70 should not be installed on Smart-1 525 / 5050 / 5150 appliances
If you're installing Jumbo Hotfix to a cluster of security gateways, it means that you need to install it on both gateways in a cluster. For the case of HA cluster - install on secondary, reboot it, check if everything looks fine, do a failover to secondary, install on the primary, reboot. You need to create separate backups for each of gateways in cluster, and for SMS. As you install Jumbo Hotfix on each of the devices separetely.
I believe you would use CPUSE for installation of Jumbo Hotfix. It creates a sort of a backup of some specific files that would be replaced during installation of this specific hotfix. If something goes wrong, there is an automatic revert or you can do it manually later by just uninstalling this hotfix.
If you want to have a better and much bigger backup option, you can use a snapshot (from web-interface or clish). I think I would use a snapshot for SMS, especially if it is a multi-domain server. It will save the full system state at that time, but will take quite some time to revert.
There is an option to do a simple backup (from web-interface or clish). There is an option for this in web-interface. This should be a good option for gateways. This can be also used for SMS.
If you want a maximum backup option, go for snapshots for all upgraded devices.