Boyz I think putting device in BFU by long pressing power button and powering it off is quicker than having to enter password and it is already provided by OS. In case your device gets taken while in AFU, you can set auto reboot to a short period of time like 30 minutes.
Regarding the distress SMS, what would be the trigger of such message? Also this likely requires accessibility access and/or deep system integration (i.e. privileged access) so not so easy to implement.
In any case device in AFU is still very secure and in BFU as secure as it can get, still leagues above other comparable android devices. With USB use turned off all anyone can do with it is a factory reset so your data won't get accessed.
GrapheneOS logo perhaps can be hidden but the message about different OS loading is linked to verified boot, that will still hint at custom OS.
I would like to explore your privacy reasons for these, perhaps we can bring up a more tailored solution.