I'm a newbie, so my answers may be wrong. Forgive me. Someone will correct me though 💪
To take full advantage of my ISP's 2.5G ethernet port do I need a router AND a switch capable of 2.5G througput ? Or only the router and the switch is going to divid it accordingly between all connected devices on a 1G switch?
You need a switch capable of 2.5 too
I have no idea what's the best bet, a SBC (bananapi mini, orange pi, raspberry pi...) a fully fleged router (like TP-Link AX1800 and flash it with opensense/openwrt) or an Intel N100 Celeron N5105 Soft Router ?
This one is 100% preference and it comes down to what you want to run. The Banana Pi RPi-R3 has good OpenWRT support. N100s have PfSense support out of the box.
But given your requirements, you need OpenWRT/PfSense/OPNSense
Any good recommendation I should look at for a managed switch that would work great with the same capabilities above?
There's some decent recent cheap ones from AliExpress, but if you can afford, grab yourself a UniFi 8 Lite POE. That said, the switch you linked seems a good purchase.
Probably last question, is regarding wifi APs. Is it possible to make an access point from my router even tough it hasn't atennas? If I connect an access point directly to my router, will it be capable of giving away wifi connection?
Depends on the router, but some old routers you can stick in AP mode. Some you can flash OpenWRT and then make an access point. If it works, it's usable.
But again, take everything I said with a grain of salt. It just so happens I've been asking similar questions of late and am just telling you what stuck.