Here's my experience!
I also have a HOB overflow. Eshopps ones work well and they fluctuate based on the water input so if your return pump dies, it will slow or stop the flow to prevent flooding and automatically starts up again when the return pump starts. granted I still leave about 10-20% of the sump empty to account for extra flow.
I added my own skimmer, cause you get a choice of what you want which is nice in terms of options. I've heard of anywhere between a 10 gallon sump for a 125 tank to a 125 gallon sump to a 75 gallon tank so it really is up to you how you want it set up. I run a 20 gallon sump on a 46 gallon tank.
In terms of a refugium, the simplest way to go is chaeto, a deep sand bed, a growth lights, and sufficient water flow. You can add some snails or hermits in there as well (or unwanted display tank critters). make sure there is enough flow to keep the chaeto rolling so you dont grow nasty red algae, but slow enough that the extra nutrients actually reach the algae/cuc.
In terms of refugium to skimmer to return pump placement, the order is really up to you. I've seen some pretty complex systems but I'm just running overflow to refugium to skimmer to return pump.
I've never drilled glass nor would I ever want to. seems scary to me too, but probably a good idea if you can get it professionally done.