1. Yes, you need the PnP LED. You also need a PnP Momentary Switch. Either the lighted one or the unlit one.
https://saberforge.com/collections/plug-play-electronics/products/avswitch
https://saberforge.com/collections/plug-play-electronics/products/aspswitch?variant=34947230410
2. With the 3.0 it should come with the USB charging cord and a wall adapter. I know the 2.0 came with the wall charger for it, stands the reason the 3.0 will as well. As for leaving it plugged in while on display, that is not necessary. The board has a deep sleep function that puts it into a very low power mode after a time delay. It'll take months for it to drain.
There used to be mention of a "nightlight" feature in the FAQ, but it looks like it was removed. That feature would have enabled it to do what you wanted: be turned on while plugged in. I'm guessing it just wasn't a popular enough feature for them to continue offering it, though you may wish to contact the SF Customs Shop and see if they might still be able to do it.
3. If you order it as ASP parts, yes. If you order it with the ASP Assembly Service it will come assembled. The electronics Kit will be put together as shown in the store.
4. No. The kill key is used with the Hero and now again the Veteran boards to cut power to the board for storage, as those boards to not have a deep sleep function. Essentially it does the same thing as plugging in the 2.1mm charger plug ... only without the charging. Since the 3.0 uses micro USB, a kill key is useless for it.
5. As above in #1, you also need to add a switch with the kit. You may also desire a blade plug for when the saber is on display.