Pat a very thorough post. This is my first thermal board, and I volunteered to mill a few for Harry so we were looking for wisdom on the topic. LPKF do have a manual plating system using a conductive paste and a vacuum fixture so it is possible. They also sell a system with small copper rivets.
I suspect you are correct and that using a board house to manufacture the design after the initial prototypes is the best course. I will start by using copper plugs for the vias. Somewhat painful

. And the PCB is 3oz dual-sided which makes it a bit more difficult to find a "cheap" board house to make the design.
Jay