EDIT: My answer only deals with the $d \to \infty$ regime.

This question is not too naive (or at least the answer is hard). I am almost sure that for fixed $d$ there is no exact formula. For the limit as $d \to \infty$ I think that one expects that the norm of $\sum_1^n Q_i$ almost surely converges to $2 \sqrt{n-1}$, but I don't know if a proof exists yet (my guess is that everything works the same way as for unitaries, see below).

If one replaces orthogonal by unitaries, the result is known to hold from the very recent work of Collins and Male, see part 3.2 here. Their result is more general and they compute the liming norm of any sum of products of independant random unitaries in term of free probability. In fact the proof uses a simple but clever coupling argument together with the deep work of Haagerup and Thorbjornsen A new application of Random Matrices: Ext(C*_{red}(F_2)) is not a group, where Haagerup and Thorbjornsen prove the corresponding result for gaussian hermitian matrices instead of unitaries.

The work of H-T has been generalized to random real symmetric matrices by Hanne Schulz, and this implies that the answer to the second question can be computed in finite time (assuming that you take a Gaussian probability measure on the set of skew-symmetric matrices). I can try to do the exact computation of you want, but I can already say that the large $d$ limit of the norm of $\sum_1^n e^{S_i}$ is of order $\sqrt n$.

EDIT: My answer only deals with the $d \to \infty$ regime.

This question is not too naive (or at least the answer is hard). I am almost sure that for fixed $d$ there is no exact formula. For the limit as $d \to \infty$ I think that one expects that the norm of $\sum_1^n Q_i$ almost surely converges to $2 \sqrt{n-1}$, but I don't know if a proof exists yet (my guess is that everything works the same way as for unitaries, see below).

If one replaces orthogonal by unitaries, the result is known to hold from the very recent work of Collins and Male, see part 3.2 here. Their result is more general and they compute the liming norm of any sum of products of independant random unitaries in term of free probability. In fact the proof uses a simple but clever coupling argument together with the deep work of Haagerup and Thorbjornsen A new application of Random Matrices: Ext(C*_{red}(F_2)) is not a group, where Haagerup and Thorbjornsen prove the corresponding result for gaussian hermitian matrices instead of unitaries.

The work of H-T has been generalized to random real symmetric matrices by Hanne Schulz, and this implies that the answer to the second question can be computed in finite time (assuming that you take a suitable Gaussian probability measure on the set of skew-symmetric matrices). I can try to do the exact computation if you want.

Second edit: I deleted a remark where I said that the norm of $\sum_1^N e^{S_i}$ is of order $\sqrt n$. This would be true if $E(e^{S_i})$ was $0$, which is not the case as Terry Tao points out in his comments to your question. In fact it is the norm of $\sum (e^{S_i} - E(e^{S_i}))$ which is of order $\sqrt n$.

This question is not too naive (or at least the answer is hard). I am almost sure that for fixed $d$ there is no exact formula. For the limit as $d \to \infty$ I think that one expects that the norm of $\sum_1^n Q_i$ almost surely converges to $2 \sqrt{n-1}$, but I don't know if a proof exists yet (my guess is that everything works the same way as for unitaries, see below).

If one replaces orthogonal by unitaries, the result is known to hold from the very recent work of Collins and Male, see part 3.2 here. There result is more general and they compute the liming norm of any sum of products of independant random unitaries in term of free probability. In fact the proof uses a simple but clever coupling argument together with the deep work of Haagerup and Thorbjornsen A new application of Random Matrices: Ext(C*_{red}(F_2)) is not a group, where Haagerup and Thorbjornsen prove the corresponding result for gaussian hermitian matrices instead of unitaries.

The work of H-T has been generalized to random real symmetric matrices by Hanne Schulz, and this implies that the answer to the second question can be computed in finite time (assuming that you take a Gaussian probability measure on the set of skew-symmetric matrices). I can try to do the exact computation of you want, but I can already say that the large $d$ limit of the norm of $\sum_1^n e^{S_i}$ is of order $\sqrt n$.

EDIT: My answer only deals with the $d \to \infty$ regime.

This question is not too naive (or at least the answer is hard). I am almost sure that for fixed $d$ there is no exact formula. For the limit as $d \to \infty$ I think that one expects that the norm of $\sum_1^n Q_i$ almost surely converges to $2 \sqrt{n-1}$, but I don't know if a proof exists yet (my guess is that everything works the same way as for unitaries, see below).

If one replaces orthogonal by unitaries, the result is known to hold from the very recent work of Collins and Male, see part 3.2 here. Their result is more general and they compute the liming norm of any sum of products of independant random unitaries in term of free probability. In fact the proof uses a simple but clever coupling argument together with the deep work of Haagerup and Thorbjornsen A new application of Random Matrices: Ext(C*_{red}(F_2)) is not a group, where Haagerup and Thorbjornsen prove the corresponding result for gaussian hermitian matrices instead of unitaries.

The work of H-T has been generalized to random real symmetric matrices by Hanne Schulz, and this implies that the answer to the second question can be computed in finite time (assuming that you take a Gaussian probability measure on the set of skew-symmetric matrices). I can try to do the exact computation of you want, but I can already say that the large $d$ limit of the norm of $\sum_1^n e^{S_i}$ is of order $\sqrt n$.