Exhaust wise you can't go wrong with a powerful stainless steel system. I'd recommend them. The lights can be retro fitted and probably best via an auto electrician.
I'd definitely be changing the belt and water pump as you have no history. Ironically I've got the same unlocking issue with my a6 but not got it sorted yet. I'm thinking it could be the driver's door mechanism.
B9 is the current model code. The code is assigned to the chassis. Any b9 mats should fit as long as you get the correct one for your gearbox. Ie manual mats might not fit automatics footwells and visa versa
I don't think you'll know unless you dismantle the engine. It might just have damaged the chain. It sounds like you're handy, so it might be worth carrying on.with your initial plan.