PWM spindle control:
The primary issue is that most VFD spindle speed inputs are controlled by 10V. You are going to get 3.3V or 5V or 12V out of the pins on the SKR Pro board. There are conversion modules. Here is one, and here is a topic that has some proposed DIY solutions.
As for your other controls, frequently we see people on this list use pins to control both SSR and mechanical relays. An M42 can set the state of arbitrary pins. In addition, it is not uncommon to use fan pins, and set the state using an M106/M107. Note that hardware fan pins are typically ground side switching and therefore don’t work for some applications.
I have continuity from the casing of the spindle to the collet. Can I tie…
This has been done. There are some topics on the forum showing how to modify some routers specifically for this purpose. I don’t remember those topics indicating interference being an issue.
can I wire it straight into the VFD power input, so when the CNC is powered the coolant pump is running? Is this a good/bad thing?
I have no idea on this one, so I’m pulling it out so hopefully someone else on this forum can answer the question. There are relatively few forum topics that explore VFDs (i.e. most people use a router).