The (first) given continued fraction has a closed form in terms of modified Bessel functions:
$$
\cfrac1{1+z+\cfrac1{2+z+\cfrac1{3+z+\dots}}}=f(z):=\color{blue}{\frac{I_{1+z}(2)}{I_z(2)}}=\frac{\sum_{n=0}^\infty\frac1{n!}\prod_{k=0}^{n+1}\frac1{k+z}}{\sum_{n=0}^\infty\frac1{n!}\prod_{k=0}^n\frac1{k+z}}
$$
(everywhere it converges). As a function of $z\in\mathbb{C}$, this has an infinite number of poles with unbounded magnitude (consider negative real $z$). This implies the negative answer to both questions.
An easier argument: if the Taylor expansion of $g(z)=f(1/z)$ around $z=0$ exists, then the limit $\lim\limits_{n\to\infty}g(-1/n)=\lim\limits_{n\to\infty}I_{n-1}(2)/I_n(2)$ must be finite (here $n$ is an integer), which is not the case.
Still, there is an asymptotic series $f(z)\asymp\sum_{n=1}^{(\infty)}c_n z^{-n}$ as $z\to+\infty$. It can be obtained algorithmically (using the CF directly, or the series-quotient representation above), and the first few values of $c_n$ are
$$
1,-1,0,3,-8,9,19,-141,448,-759,-951,14355,-71810,238617,-421622,\\-1283181,17699702,-110524503,494858579,-1480719213,\dots
$$
I don't know what (closed or some compact form of) these values are.