Scott, the table in the photographs look great!
On the first question, I have done both. In the first case, my first layout was a derivation of the old Westcott book, HO Railroad that Grows. I started with the layout on the full 4x8 sheet of plywood with no openings in the plywood except holes for wires. As time passed on, I made cuts for elevation changes. On later layouts, I just cut pieces of plywood for underneath the track or a flat town area leaving the rest open. It did make things easier for wiring, etc.
On the second question, I know early on, I used 1/2-inch plywood. I don't remember if I used 1/2 or 5/8-inch plywood, so I can't say one way or another about 5/8.
Wow, I didn't even see the door at first. Great job concealing it with the paint. I do not have a door in the entrance to my train room, and I even have a window from the laundry room to the train room, since the train room is an addition my in-laws put on as a necessary part of putting in a sun room above the basement which is what they really wanted. They didn't even have access to the room from the inside, reusing a sliding glass door on the side wall. I hired someone to cut in a doorway through block and brick, which had to be narrow because of other obstructions. The opening for the window is nice, but it then breaks up the effect of a scenic backdrop.