Probably not no
Entirely up to you
There are so many chat emotes, it’s not worth it to cache them, you don’t know which ones you will need and thus dunno what you need to cache.
Personally I don’t cache, but I do preload the Twitch Emotes for the logged in user. I don’t bother with FFZ/BTTV. But this is not for a chat notification. For Chat I direct the user to the Twitch website instead where all the latest Twitch Features are available.