I need to say this: Be very wary of running to a particular wiring method merely because you are familiar and comfortable with it. Consider what you are wiring and where, and be willing to expand your skill set.
An example is you are trying out the idea of conduit, but want to stay with familiar NM cable. Most novices think this at first. But this gives a very difficult cable to pull, with no benefit whatsoever to doing so.
1a. Can you run NM unprotected in this structure?
First problem I see is the rule that NM cable needs guard plates if it's within 1-1/2" of a wall surface. The Romex running in the siding slots will be vulnerable to someone nailing or screwing into it from outside the building. Further, unless your plywood is offset to the inside of the metal framing, you'll need guard plates on the interior as well.
I consider PVC conduit to be pretty worthless as far as nail protection, and I'm rather accustomed to working with EMT metal conduit, which is compact and inherently provides nail protection, not to mention grounding if used as a wiring method. You'd have to check it, but it looks like 1/2" EMT conduit might be able to slip through that groove between siding and framing.
1b. Can I use the metal structure of the building as a conduit/raceway?
Equipment including conduits/raceways must be approved. NEC 110.2. It's a safe bet that if the raceway is UL-listed, the inspector will approve it. If not, it is up to the discretion of the inspector. So "maybe" but you might check first.
- Would you need to cover the wall surface?
For Romex (NM/UF) cable absolutely, to protect the cable from damage from things being leaned up against it and the like. You'd also need either a metal wire guard plate, or a surface setback 1-1/2" from the cable to protect from nail damage.
For EMT metal conduit, you're all set, and no further wall covering is needed. See why I love that stuff?
- Should I use conduit, what kind and size, and cable in conduit?
I would do the kaboodle in 1/2" EMT conduit unless you expect to be running big power somewhere. EMT allows use of normal size wires with up to 4 circuits per conduit (the equivalent of 8 if you use multi-wire branch circuits). 1/2" EMT is easy to work with, cuts with any hacksaw, deburrs with your multi-tool stripper, and the fittings are dirt cheap. Combine that with $1.00 Handy-boxes or 4x4 boxes, and it's easy going. You do need a bender and you need to get the knack for making offset bends, but it's pretty easy. You do not need to do compound bends; you can just cut the EMT at that point and have a coupler.
As far as wire in the conduit, it depends. If you fully connect the system with metal boxes, and the grounding is continuous, then I would run stranded THHN wire, it's unfairly easy to pull, and 2 wires is all you need. Pigtail your receptacles with solid wire; combining solid+stranded on a wire nut is easy but landing stranded on a receptacle screw is hard. The ground is in the conduit (and also the places it attaches to the building). If you are only using EMT as a damage shield and plan to exit the EMT and run as bare unprotected cable in places, then you need to run NM cable. However the conduit inside diameter must be 138% of the cable's width in the wide dimension, and 2 cables in 1 conduit are not allowed. (well the conduit size would be prohibitive).
- Does the subpanel need a ground rod?
The subpanel needs a proper Grounding Electrode Conductor as per Code. That needs to go to an Ufer ground cast into the concrete, a metal water supply pipe, or two ground rods set at least 6' apart unless one of them passes a test only an electrician can do.
- GFCI breaker vs GFCI recep?
Six of one, half-dozen of the other honestly. Besides price of course. With GFCI we're not normally concerned with protecting the wiring in the walls. AFCI is concerned with that, and it needs to be at the breaker, unless the run to the first recep is metal conduit.