where the upper and lower parts are the same (e.g. fr_FR) simply fr should still work
ok, seems not (it was meant to, for the lazy).. use fr_FR (or fr_BE or de_DE) then. With or without ".UTF-8".
Live-config defaults to running all scripts (some will exit early for various reasons) if a user does not specify something (e.g. "components=script1,script2" or "nocomponents")
Autologin is the debian-live default and will be set by the relevant DM script (e.g. /lib/live/config/0100-lightdm) If you use lightdm and specify "nocomponents=lightdm" then xinit will do the job (unless you exclude also xinit) I tested this with various combinations but didn't work out what debconf was up to.
Use the proper syntax then everything should work as expected.
BTW the image includes sudoers.d/live (it probably should not) so nopasswd sudo will be enabled for "user" whether or not live-config sets it.