Point 1) I do overlap the cemetious board over the nailing flange and down to the tub sides with about a 1/4 inch gap for wall and floor movement. Do the same with the tile. Then use 100% silicon caulk for the gap. this will be flexible and allow the tub and walls to move independantly with out any tile breakage.
Point 2) application of the ply is actually not necessary unless you just want it. have you considered the excessive width of the walls with all this stacked up? You could mark the studs and attach the grab bars to them. Just some thoughts. I am though, more concerned with all the additional weight and thickness you will have and if all the stuff will fit?
Point 3) Tar paper is OK, if that is what you want.