Consider the options these upgrades unlock
The conversion from tank to instant water heating can free up substantial space on the floor. It might cause you to think about reconfiguring the room (positioning of work bench and other furniture/storage).
Some tankless water heaters use a single concentric type vent. That's an assembly of two pipes; the inner exhaust pipe is about 3 inch diameter and the outer pipe is about 6 inches diameter. Intake air flows through the space between the two pipes. Concentric venting is kind of nice, but routing is a little more challenging so use of a water heater with concentric vent might limit your placement options.
Do you have air flow problems in the HVAC system -- parts of the house that don't heat or cool well? There is sometimes an advantage to be had in moving the furnace so that the trunk ducting can be arranged better. An HVAC contractor might avoid suggesting this degree of work because it'll take extra time, drive his price up, and (in his mind) decrease the odds of winning the job. If these issues are applicable, bring up the idea of moving the equipment so they'll know it's something you want to consider.
Consider the future
If you have any hint of plans to install a finished ceiling in this space, make that clear to the contractors now. It would be all too easy for them to install new piping, or fail to move existing piping, in a way that could make future finishing a real headache.
Deal with the gas piping
A tankless water heater does not require a dedicated gas supply. Like all appliances, it needs sufficient supply. The existing piping is likely not sufficient to carry the added load of tankless water heater and fireplace. Consider whether it makes sense to remove and upgrade some of the existing piping or to add new piping. The existing pipe likely is sufficient for supplying the furnace and new fireplace, so adding new piping to supply only the tankless water heater is an option.
The tank water heater may be on "borrowed time" so it makes sense to upgrade first -- unless you would be moving the furnace also and wanting the new tankless water heater to use space occupied by the present furnace.
There's a lender for everything. That doesn't mean their terms are great. Larger service companies may carry the financing or have a partnership with a third-party lender. The financing doesn't have to be tied to the HVAC and water heater work, though -- you could consider a personal or "signature loan," a home equity line of credit, or a new or refinanced auto loan to generate some cash.
Combining the work
There are advantages to having one contracting company do all the work. You can expect them to coordinate so you won't have the two trades tripping over one another, for example. You'll have one number to call if there are any questions or problems during or after the work. You might also get a pricing or financing advantage (but not necessarily).