Fans with their own lights are a whole separate issue and much discussed in the forum. I’m tired today, so I will leave that to others to discuss. But you can check the quick browse lists in the community – created wiki, look in the project reports section, and there is a list for HVAC projects including fans that has several threads that you should find helpful.
For the switch for the recessed lights, the following topic discusses the various features the different models might have. The light switch discussion starts around post 35.