Welcome to Coda!
The topic that you are addressing is as wide as the ocean.
One example I have just completed for my 9-5 job is as follows: We have formal project deliverable documents. One if these is a Key Design Decision document, in the form of a slideshow. I converted the PPT to a Google Slide file. This means that each slide now has its own URL. There is for example some key decisions for fixed assets, others for Controlling, some more for Profit Centre Master data.
In a Coda I have different pages with full documentation (not just key design decisions (KDDs), but the whole design) for each area like Fixed Assets, Profit Centres etc. What I can now do is have a link from the Coda page for Fixed Assets back to the KDD, and always have the latest KDD info in the Fixed asset pages. Better still - I can embed that slide in the Fixed Assets page. It means it is visible, but I can also page through the other slides in the Google Slides document.
In a similar manner Google Docs can be used. Every heading is a URL, which can be used as a hyperlink, or be embedded.
To me the best part of the embedding functionality, is that the link can be embedded in many different places, but always have the same “single source of truth”. Or alternatively, only one copy to maintain.
Unfortunately I cannot share that document here, but in a few days I will have done something similar in a Doc that I can share.
On a completely different note, I have been playing around with the different ways that information can be linked inside a Coda doc as you mention in point 2.
If you search for the page “Wiki-like behavior” in this document Rambling Pete's Quick examples you’ll see examples of what I have added so far.
As far as PDF printing goes, have you seen this?: Launched: Print a Single Page (and printing quality improvements!)
I have not used it, and unfortunately it seems to only print the current page. Which may or may not be a problem for you, depending on how your user guide is structured.
This seems to be similar to something that a colleague and I are working on, and I think the tools, Coda and the various Google docs are capable to do it all if you use them together. (And they do work together well.)
BUT you need to have a proper structure and framework, otherwise it very quickly degenerates into a mess.
I hope I was able to give you some ideas.