middlemef, I can't answer all of your questions with a great deal of specificity, but I can give my views on them, and maybe that will help direct your thinking and research.
1) Focus light--this is useful not only for making it possible for your camera to focus on the subject in the dark, but also for helping you see exactly where your strobe is pointing, even in the daytime.
2) Macro lens--the optics should be pretty much the same regardless of what brand you buy, as long as the brand is reputable (check with u/w photo discussion sites such as wetpixel for insight and reviews); the most important thing is to get a lens with the same sort of mounting system as your housing permits--not sure if fantasea has a threaded mount or a different sort.
3) Red filter--you only need this if you are not setting your white balance manually, which is a better method anyway; additionally, if you use a strobe, you don't even need to set the white balance--any additional tweaks you need to make can be done in the digital darkroom.
4) Strobe values--sorry, can't help here. I use an Inon D2000 strobe; my dive buddy uses an Ikelite DS50, which are both good models; one thing to consider is how the strobe will synchronize with your camera to fire.
