Is true that every limit can only converge, diverge or(exclusive) not exist?
Can I demonstrate that it doesn't exist after I proved it doesn't converge neither diverge?
I've never seen this, but it makes some sort of sense to me. If a real isn't positive nor negative, it must be zero... But with limits.
Divergence means the limit doesn't exist. "Divergence to $\infty$" is a special case of divergence, and we sometimes say that the limit exists in those cases, but strictly speaking it doesn't (unless we're working in the extended reals, which as far as I can tell is mostly done just to indulge in this specific abuse of terminology (yes, I know there are legitimate reasons to use them, I was was only being half-serious)).
So yes, a sequence can only converge or diverge, because either there is a limit, or there isn't. If you like the four categories "converge", "diverge to $\infty$", "diverge to $-\infty$" and "diverge, but not to any infinity", then yes, those four categories cover everything, because the last one specifically covers everything not in the first three, by definition.