(1) Depends on your baby. From memory you're not supposed to use sleeping bags for the first few weeks - until you're sure their head can't fit through the neck basically. Your baby might want to be swaddled or might hate it. You might put them straight in a sleeping bag. They might prefer a blanket tucked in in the usual way, they might end up in bed with you. Sorry not to be more definite.
X2 of each weight in each size is enough. One on, one in the wash.
(2) You have plenty! My DC have a knitted blanket each which they still sleep with (for comfort these days). I have an ENORMOUS pile of cellular/fleece/crocheted shawls and blankets which have never been used!
If you use sleeping bags, you'll barely use blankets except to keep the chill out occasionally. Your baby will probably have a cardigan or something on during the day etc.
(3) You don't need a baby bath. They're heavy, a PITA to empty, and pointless. When your baby is tiny you may well want to bring them in the bath with you. And one of those dirt cheap fabric supports for the normal bath is fine.
(4) Bouncy chair is not un-useful although your baby might hate it - some do especially when tiny.
You will need something smaller than a cot for your baby to sleep in upstairs I would say but the carry cot from your pram will cover that.
Great that you have a moby - you might find that you barely put your baby down, at least to begin with. Slings are brilliantly convenient and if your baby is anything like mine will make them sleep and sleep. Persist with it if they don't initially take to it.
(5) You might want a bottom sheet, possibly not. Neither of mine were fans of the pram so I didn't use it much (massive waste of money). My youngest who is a winter baby slept on a sheepskin in her Moses basket when she wasn't in bed with me and her Dad. It was worth its weight in gold that sheepskin!
Hope that's helpful!