I do this with games. A lot of games dont even really get a demo anymore. So its gambling to buy it…
I pirate the games and if i like it i buy it. Generally ill keep playing the pirated version unless it has a multiplayer i want to play as well.

The “annoyances” filters in ublock stop the cookie popups

I believe so, yes. From my understanding, google blocks custom roms from being able to use the service.

I’ve heard before that with root you can spoof it, but its not easy or convenient.

My experiences come from using Calyx for a couple years in the past and I’ve been using Graphene for a few years as well now.

You lose a couple of things. The main ones have already been mentioned by others (GPay and Android Auto). Theres some other stuff you might miss. Now Playing doesnt work, AI camera features, weather on lock screen, etc.
Most of the stuff you might miss are annoyances, and some can be worked around fully with other apps. Nothing too major. With microG or Sandboxed google play, none of the apps i want/need to use are broken. That wasnt the case even a few years ago on microG, but things have gotten a lot better.

Used to be a bar person, but at some point it broke on the custom ROM im running for a few updates so i switched. Been using gestures ever since. I like them maybe a lil less because phones are too big, but it feels faster