I haven't done it, I don't have a roof mounted light.
There are two sets of instructions in that document, one for trucks with a roof spoiler and one without. It's much easier if you don't have the spoiler, you just pull off the third brake light and create a small notch to allow the wires to pass through.
I believe there is a GM upfitter document that specifies where to drill above/into the third brake light to pull out the fifth wire for a roof light, etc.
I think you need this harness to get all the functions working properly, with the RZY harness option for your 2019.
https://boostautoparts.com/products/t1-modify
This will take care of your mirror lights. https://boost-auto-parts.myshopify.com/products/reverse?rq=th_chevy~yr_2021~mk_silverado
Not sure about your bed cargo light.
You don't have to fully remove it to access the back of the switch. I didn't fully remove mine, I just bent the plastic enough to install the fuse box and connect the switch. Pulling the panel back really isn't hard at all, removing it entirely would be difficult.
Go all the way back to the first page of this thread and look at the pictures and instructions for opening up the dash. Once everything is unscrewed you can just pull the panel that holds the switches forwards to access the plug from the fuse box.
Yeah I believe so, though they get pretty soundly trashed in some of the Tuned L5P Facebook groups. I can't speak to any of them personally, but PPEI seems to be the favorite for custom tuning.
While I don't run them myself, I think the two big names in town for emissions compliant tuning are PPEI and Duramaxtuner. Outside of that, a lot of people use the Pulsar add-on.
Boost Auto has been supposedly working on aftermarket tow mirrors for a couple years now, but there has been no word on an ETA for those. Right now the only option is GM parts, or some of the other odd looking mirror extenders that are out there.