Hi,
I have done the same thing (bridge mavlink<->xplane 11).
I started with the source of this github project mav2xplane
For your first question:
Only hil_sensor and hil_gps are needed.
2 important things:
this previous messages must always arrive to controller at exact same frequency (in my case 40 Hz). If not, the estimator doesn’t work.
If there no noise on hil_sensor, the estimator doesn’t work.
I had also problem with vibrations see here
To get more information, i used the logs extractor which very useful https://logs.px4.io/