Welcome back to the forum!
1. HDPE is great. It's so light and relatively cheap, and easy to work with. You can even weld it, and form it in your oven fairly easily. Otherwise, if you want to go with steel or aluminium and you don't have access to a welder, it's not impossible. Some people have a steel or aluminium frame onto which HDPE armour is bolted. Aluminium is light and easy to drill and tap, so if you want to go with metal, it's a good choice for internal components. My FW has metal parts for the lifter mechanism, and they were all waterjet-cut by KCut, so that's a way you could go if you need precision. Overall, HDPE is an excellent choice, but don't be afraid to try metalworking if you want to.
2. I think refilling CO2 is fairly cheap for Featherweights, just head down to your local paintball shop. Something like £10-£20 it seems for a refill, though I don't run a pneumatic bot myself. Making the mechanism should be doable with restricted tools, just buy the components and pop them together. You might want to read up on pneumatics before you start designing though, they can be pretty dangerous, and most of the details are still a mystery to me.
3. Charger looks fine, should be enough for featherweights. I think a lot of people seem to be a bit afraid of LiPos (and perhaps with good cause), but I went straight for them and I've never had problems yet (not to say that they don't require care to charge and use). The charger doesn't come with a power supply though, so make sure you buy one of those too. Grab a 12V 30A supply off ebay, and wire it in. Just take extra care whenever you're wiring anything that's connected to the mains, obviously. Make sure everything's insulated before you switch it on.
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