1) Sure! There's not a hard boundary between one forest and the other. I figure the animals will MOSTLY stay within their own forests, and the things like unicorns and lions are a lot likelier to stay put within the Enchanted Forest than the things like squirrels and lizards and enchanted toads. But wildlife, especially the less thoroughly magical wildlife, could totally spill out occasionally if it were convenient for anybody that they do so.

2) Oooh. No, pygmy hedgehogs can totally be part of the local wildlife! :D Talking ones or otherwise.

Basically, if it's commonly found in European forests and/or in fairy tales, it's fair game. If it's uncommonly found, or found in other areas of Europe, or whatever, it's... probably still fair game if you really want. (See also: lions and lizards, both of which are canonical.)