How do I see the memory consumption of each sprite? In the debug screen I can only see the total memory consumption.
Sprites aren't actually loaded individually - they are placed on sprite sheets and then an entire sprite sheet is loaded. If you right-click the project name in the Project Bar and choose Tools - View Spritesheets, you'll see the set of spritesheets Construct has generated for your project, including the approximate memory usage and download size per sprite sheet. (Those details can change after export though, depending on export settings.)
Another question, I know there's a recommended maximum pixel size for each sprite (4096px). But if I put a smaller sprite on a tiled background, and increase it to one above the recommended size for the sprite (for example: 8192px), is that a problem?
Just to be clear, because an earlier reply was incorrect: that's fine. So long as the source image is 4096 pixels or smaller, you can resize it as large as you like and it won't be an issue.