Hello HIJKLMOP. My DS successfully passed the 8+ for 3 of the schools on your list. The most competitive schools are Colet, WUS, and King's - King's being the trickiest one as their primary intake is at 7+, thus only accept a handful at 8+ (6-8 boys). Sussex House has many cross applicants with Colet Court and WUS, and does realize that it will lose many of its top candidates to these other schools. Wetherby Prep is a school which is used by many as a fall-back option, however due to competition dramatically increasing at 7+/8+ to London day schools, it too has become more competitive.
I am not familiar with Wetherby Prep or its admission process, but can speak of the other schools. FOr WUS and Colet, your DS will not get through to the activity/interview stage unless he passes the exam. For both schools, they cull about 2/3 of their candidates at this stage. Only after he has passed the exam will he be asked to come back for the exam/activity. At this stage, it is usually a coin toss in terms of probability of acceptance. They are looking at the boy's ability to work in a group, think for himself, and also looking to weed out heavily tutored children.
King's and Sussex interview all boys - King's on a date prior to the exam and Sussex as a part of the exam. Additionally, King's has an activity morning in December for its 8+ candidates. For both, the exam is the most important. I'd say that the interview and activity morning are more important for King's as they accept so few boys, but this is not a case that a stellar interview and activity date performance will mitigate less stellar exam results, rather the boy needs to nail all 3 parts.
I do agree that there is quite a bit of stress about these early exams, but do keep in mind that boys do change quite a bit during the prep school stage, and many boys do better in a less pressurized environment than some of the schools you have mentioned. There are other intake points, although if your son is coming from a private prep which does not end at 11, the next best intake is at 13+ as 11+ is definitely geared towards state school applicants.