Firstly you’re doing a great job so don’t worry
If the dummy is helping him sleep, I’d leave it be for now. If not then maybe remove it but you might make it harder for yourself to get him off. I don’t have any advice about dummy removal so hopefully someone else can help with that
Daytime naps vs nighttime sleep I can help with. DS1 was identical to this! Would only nap on me in the day but would be fine in his next to me at night. I could never figure out why
Essentially I embraced it. If it’s your first, embrace it even more as it’s so much harder with the second
Use the time to relax, have a cup of tea, watch tv. I know you feel guilty for not being productive, cleaning the house, washing up, getting baby to be ‘independent’ etc etc but trust me. It all come with time
Practical advice for you for when the time comes to make a change is basically what I did. DS was getting too heavy to rock to sleep and we were approaching 6 months so I wanted him to nap independently to have better quality sleep
So I started having all naps in my room, I’d rock him to sleep and then gently roll him onto our bed so he slept next to me. I didn’t go anywhere or move etc. It meant he got the initial comfort and then could still smell/feel me so didn’t wake
That eventually progressed to him lying next to me and falling asleep next to me
Then eventually into his bed with me rubbing his back etc
Then to me holding his hand
Then to just sitting there
Doing the first coupe of steps (Sleeping next to me) was from about 5 months to 6 months. At 6months he started napping in his cot with me rubbing his back to sleep. And it progressed from there
This way he got the comfort he needed but without any drama