re: mudguards and pannier racks--no, there is no way to install bosses on the frame. Strap-on mudguards exist, but as you may know these are less-optimal than standard ones.
For the pannier rack, some companies like Tailfin and Old Man Mountain have developed axle-mounted racks, with a strap-on second point of contact. I have zero experience with them but I've run into some Tailfin users on forums who love them. They sure are expensive though.
As far as compatibility goes, I have a few concerns:
You said you have deore lx--what kind of shifters do you have? Stock flat bar shifters? Or shimano shifters like in the photo of the bike? Either way, the shift cable housing is not going to exit under the bar tape (if you have a drop bar), so you will probably have to get creative with how the shift cables enter the headset/spacer assembly. If you've ordered the separate bar+stem option, I think you should be able to route the cables pretty easy. My other concern is that shimano groupsets from the 00s were designed with low-ish spring tension for light shifting because cable housings were not routed under bar tape or other internal frame routing. You might have issues with getting good shifting given the increased friction caused by routing housing through the headset, but there's no way to know for sure unless you try.
What kind of crank do you have, and what bottom bracket standard does it use? If it's a 2 piece crank like the deore lx in the groupset picture you'll be fine. If it's square taper or some other old standard, you won't find a compatible press-fit bottom bracket unless it's something exotic/expensive.
Then there's the issue of the chainline. Rear wheel spacing is now 135mm (edit, I was wrong, 142mm wide actually!) wide instead of 130mm (edit: wrong again, road-disc QR is 135mm), which means your cassette will be 2.5mm (edit: now 3.5mm if going from 135 to 142) further outboard than it was designed for. Theoretically, this will make your shifting "less optimal". Shimano hasn't actually changed their chainlines in response with their modern groupsets, and people don't really complain about this problem much, so I wouldn't be so pessimistic. BUT, if you are running a triple like I expect, this new chainline does might mean your inner chainring might be about as inboard as your large cassette cog. This substantially increase cross chaining the system will experience, which in turn increases the risk of chain suck, where cross chain + bumps or hard pedaling causes the chain to catches the next crankset ring, and it tries to jump up, but then gets stuck between the derailleur and chainring. This used to happen on my 2007 scott scale with 3x9 deore LX+XT mix all the time. This is probably the #1 reason why I wouldn't go this route.
The brakes are fine with adapters IMO.