This is coming from an "ultralight" hiker mindset, so you get what you paid for:
Skip the nalgene. They are heavy and you don't need something that sturdy. Use two smart water bottles of whichever size you want.
The Sayer mini does not do justice to what the full can do. The full plus the two smart water bottles and you can get plenty of filtered water.
Kayden befree can and does work well, bit you need to stay up on "cleaning" it. Even if it doesn't seem like it filtered make sure you clean often by shaking it in cold water.
Sleeping pads are very personal AND weather dependent. I use the Nemo switchback, but also have a much higher R rated pad should the weather call for it. Don't be afraid to try a foam pad, they are surprisingly comfortable and a lot cheaper.
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Regarding buy once cry once... Very hard to do on this type of stuff. As you get into the wilderness and start spending days out there you figure out what works for you, what doesn't, and what you're willing to give up either in weight or comfort. Trying to buy everything at once is going to be very expensive and result in multiple high expenses purchases. IMO focus on your sleep system: shelter, bag, pad. Look on hiking forums for used gear, and you'll see what I mean about people switching things up constantly and you'll find good deals.