can it damage the sensor?
also, when taking pictures while shooting videos, what is the correct procedure to remove the "freeze" moments in the clips (don't know if I made myself clear)?

A sunset shouldn't hurt the sensor.
If you grab a still while shooting video, you're going to lose a couple of seconds of video. Don't do that unless you want jumps in the video.

Shooting sunsets will not damage the sensor as long as the image is properly exposed. An overexposed image is the result of more light than the sensor can handle; excess light leads to excess heat. As long as the sensor can handle the amount of light (ie it is properly exposed) then it can aslo handle the accompanying heat. So, I wouldn't go shooting the midday sun at f/2.8 & 1/50th, but a well exposed sunset is not going to cause any issues.