As someone who is also trying to teach themselves hardware design with no background in electronics, engineering, or coding, good luck. In regards to diodes, you are looking to confirm that the diodes can handle the Amps of the circuit. USB (for our context) has 5v @ .500A (500 mV). Any diode you can find are going to work, I have used 1N4148 with no issues.
I think the best solution for your design would be take as many variables out that you can. First one would be the actual MCU hardware design. Don't reinvent the wheel when it comes to microcontrollers (MCU). Find a MCU that has the amount of GPIO you need and design a PCB for the MCU to mount to.
RaspberryPi Stamps are probably the best bet for available GPIO. Small, should fit in a bare area near the LEDs or near the arrow cluster.
At this point you are left with designing a PCB to fit the stamp (which takes all the voltage regulation, crystal oscillation, etc out of the equation). Now you're left with:
1. Lock Indicator LEDs (x3) - Power + capacitor + resistor will get this working.
2. Per key LEDs (x104) - What kind of LEDs do you plan on using. They will likely be SMD so unless you have familiarity with soldering SMD or have a reflow oven, this will be very hard to do by hand.
3. Switches (x104) - Easy to find and are cheap
4. Diodes (x104) - Easy to find and are cheap
5. USB ports/Breakouts - Adafruit sells these in a variety of styles/shapes that could work.
6. Wireless capabilities - You would have to find out the specific circuitry design to implement this.
7. Hot swap capabilities (x104) - Not hard since you can buy hot swap sockets that solder to pads on the underside of the PCB.
8. RGB underglow LEDS (x??). These are also going to be SMD most likely, see above.
9. Cherry MX support + others - Don't even worry about that now. Alps SKCM/SKCL or cloness are the only other real switchtype to consider.
If you were to ask me I would pare down your wants to make the most complete, but simple board. All of the wants above need to be coded to actually work. It's not like a premade PCB that the firmware is already written for you need to flash. You would be needing to do a lot of, if not all of the coding by hand as it will be unique in which pins associate with what, etc.
I would scrap the per key LEDs and I would scrap the underglow LED. You just dropped x120+ parts (all surface mount) and remove hundreds of wire traces. Unless you have a real affinity for using Alps switches and plan to use it, ditch the multi switch or layout approach. It's complexity that would be nice, but will likely never be used. Alps keyboards never followed a standard layout. You would need to find a suitable host with all the keycaps, in a profile you like, and fits the curves of the board. I would also skip wireless as well. Unless you have the knowledge to create the circuit and understand the firmware to implement that hardware, you will have some struggles getting it to work properly.
Good luck with your adventures. I personally am trying to learn hardware design in relation to the ATMEGA32A. Through Hole components and a well documented history of use cases to gain inspiration.