Well, everyone has to start somewhere. I'm not a pro like a lot of folks on here, just a tinkerer, started out in your situation years ago.. Pretty much backyard install for family/friends.
Read and absorb. Go with multiple wire diagrams and cross check one diagram with another. There is more than one place to acquire wire connections in a car and multiple wire diagrams will help you find the most efficient and comfortable way to do your work. Get the proper tools. Crimper, Multimeter, black electrician's tape, Black Duct tape, wire looms etc. etc. Make up your mind as to how you want to connect wires.. soldering them or using t-taps and bullet connectors. I use t-taps and bullet connectors with minimal or no issues. A lot of folks will disagree/agree. Make your own decision as to which way you want to proceed.
Sit down with the wire diagrams and the alarm unit. You obviously know what you want to accomplish and the options you would like as you outlined above. See what you would need to make them happen. For e.g. trunk pop would require you to connect the alarm trunk output to car's trunk input. Assemble that info and see if you miss anything. Check and doublecheck. This is your mental prep.
Go to the car and find the wires you need. Test to make sure they are indeed the ones you are looking for. Plan where you want to install the siren in the engine bay. You want to install it so you conceal the wires to avoid a vandal cutting them during theft. It does not have to be high mounted, It can be lower..areas such as airbox, reservoir tanks etc etc. to conceal it. If you have to remove 2-3 things in the engine bay to install the siren..think of how harder it is going to be to get to it. Run wire loom to make it look factory authentic. Run it along with exisiting wire in the car. Make it blend..
Find a spot in the car where you want the alarm brain installed. Follow the rule of the siren install. If you have to remove 2-3 things to get to the alarm brain, you just made it harder for a thief. Good places to hide are behind the dash guages (if roomy) Behind console units such as A/C or radio (radio is quite a sensitive area since lots of break-ins occur for audio equipment) Behind the glove box area. Under the center console..shifter area etc etc. Mount the alarm brain first and then guide the wires accordingly to where you need them to go.
Always work with the alarm brain fuses disconnected during install until you are ready to activate the alarm to test/deploy. Some install manuals are good enough to mention this to begin with. Some don't since they assume you get it professionally installed. Nothing more worse than shorting out something like a power wire for lock relays and frying relays and IC's.
Audivox and DEI are different companies. Crimestopper is a good unit. However, ask yourself if you want to install a $70 unit on a $35k+ car. The CS-2006FM is an old(er) unit. CS-2014FM is the new one. I installed a crimestopper on a 2002 protege and it does the job..very well. However, I run an autopage RS-855 2-way FM unit on my Infiniti J30 since it give me real-time monitor status and I have some expensive electronics such as Navigation in the car. A lot of programmable channels on the remote Here is a
link to it Audiovox now owns autopage and the RS-855 is a result of updated R&D on the original unit RS-850. You will also hear compustar mentioned who is a favorite of a lot of folks on here. I installed one a while back. okay and acceptable in my book.
Get a good alarm LED. Centrally mount it. A good choice is a varad hyper-led. A visual deterrent is the first defense for your car. (Of course if someone wants your car badly, they will probably figure a way to get it) I systematically mount two led's wired in series. One is in the rear-view mirror area in plain sight from the front. The other is centrally mounted inside in the dash area. Newer BMW's have a mirror mounted alarm led option if you ever have the chance to see it..pretty cool.
A good place to pickup relays is
here
You would look for the Bosch SPDT 30A relay and harness. Make things a lot cleaner during install (harness) As far as your modules, you already got the answer and DEI part numbers to accomplish them. Nothing is more satisfying than a job well done...and the feeling of Do-it-yourself. Post here with your experiences and questions, not in any particular order! Good luck.