Custard - How much milk can one egg set? If I had one whole egg (my understanding being that the white has more 'setting power' than the yolk), how much milk would I be able to set?

If I tried to set 2 cups of milk with 1 egg, can I expect something like a creme anglaise or something thicker?
It really depends on how thick you want it.  Some sites recommend one egg or 2 yolks per cup of milk.  Ruhlman mentions 2 eggs per cup as 'standard', with 1 egg able to thicken 3/4 of a cup of liquid (but more fat helps).

I can't comment on thickness of creme anglaise -- I had to gave up dairy years ago, and that's not something that I've ever made.