解:$(1)b<c<a,$理由如下:
$a=(2^{-4})^{11111}=(\frac {1}{2^4})^{11111}=(\frac {1}{16})^{11111},$
$b=(3^{-3})^{11111}=(\frac {1}{3^3})^{11111}=(\frac {1}{27})^{11111},$
$c=(5^{-2})^{11111}=(\frac {1}{5^2})^{11111}=(\frac {1}{25})^{11111},$
$∵\frac {1}{27}<\frac {1}{25}<\frac {1}{16},$
$∴(\frac {1}{16})^{11111}>(\frac {1}{25})^{11111}>(\frac {1}{27})^{11111},$
$∴a>c>b,$
即$b<c<a.$
(2)当x+2020=0时,x=-2020,此时2x+3=-4037≠0,符合题意;
当$2x+3=1$时,$x=-1,$符合题意;
当$2x+3=-1$时,$x=-2,$此时$x+2020=2018,$符合题意.
综上所述,$x=-2$或$-1$或$-2020.$