Dictionaries indicate that many here is a pronoun; it is certainly standing in for the noun questions.
If this is so, how could the adverb so modify a pronoun?
And yet it does. This is possible as "many" is basically an adjective, although its history is complicated and involves another word that was a noun.
https://www.macmillandictionary.com/dictionary/british/many Many can be used in the following ways:
as a determiner (followed by a plural noun): It happened many years ago.How many children have you?
as a pronoun: ‘Did he write any other books?’ ‘Not many.’ (followed by ‘of’): Many of you will be going on to university.
as a predeterminer (followed by the indefinite article ‘a’ and a singular noun): We shall not see each other again for many a long day.
as an adjective (after a word such as ‘the’, ‘his’, or ‘these’, and followed by a noun): He said goodbye to his many friends.
as a noun in the phrase ‘the many’: The few who behave badly spoil the enjoyment of the many.
The cause of this is that “many” started as two nouns mani (a large amount) and meinie (a household group of servants, etc.)
OED: II. As noun. [It appears that the phonological identity in late Middle English of many and meinie n. [Edit to add = a group; a crowd; a family or clan] in some regions led to a virtual merger of the two words. Hence many occurs from the 15th cent. onwards as a noun (used both independently and with a following partitive construction introduced by of ) […] [it] continued to be spelt and pronounced many, while the equivalent uses of meinie became obsolete, except in Scottish English.]
Variation in Old English in the vowel of the first syllable [is] caused by the substitution of the suffix *-īg for *-æg in very early Old English (compare -y suffix)
The –y suffix is used to convert a noun to an adjective. Might -> mighty; sugar – sugary, etc.
OED
A. adj. (determiner). Designating a large (indefinite) number.
- Modified by the adverbs as, how, so, too. (See also so many at so adv. and conj. 37†)
“There were so many sheep, I could not count them”
B. pron. and n.
I. As pronoun.
4.a. Modified by the adverbs as, how, so, too.
eOE Laws of Ælfred (Corpus Cambr. 173) xxxiv. 68 Gerecce hu manige þara sien.
1990 F. Weldon ‘Darcy's Utopia’ (1991) (BNC) 106 How many died ..in that particular disgraceful military episode, so that the workers should be duped yet again in the name of the Empire?
The example could equally be "So many died ..in that particular disgraceful military episode, and the workers were duped yet again in the name of the Empire.
†So (adv.)
- so many
a. Such a (large) number (of).
1812 G. Crabbe Tales ii. 30 Believe it..glorious, to prevail, And stand in safety where so many fail.
The result of all this is that “many” is basically an adjective that is also a noun in a similar way to “The rich live in castles; the poor live in the fields.” And “This is government for the many, not the few.” Here it is clear what “many” means. An alternative view is that "many (noun/pronoun) is, in fact, "meine".
However, many as a pronoun (without a definite article), like other needs a referent: “We here are well-fed but many are ill” – Many what?