A: The core numbered series includes 6 main volumes. There is also one special "Holiday" volume. Later releases like "Nickelodeon Favorites: Celebrate Fall!" are similar in concept but part of a different series.
I don't have access to a specific "Nick Jr. Favorites DVD Archive" as a published product or official set, but I can give you a review based on the known DVD series (released by Paramount/Nickelodeon in the 2000s) and what fans typically mean when they talk about archiving them.
The Ultimate Guide to the Nick Jr. Favorites DVD Archive: Preserving a Golden Era of Preschool Television