Here are some suggestions for your questions.
1) Do you want to skip the welcome page and configure the profile directly?
If so, you can use ZeroConfigExchange or ZeroConfigExchangeOnce registry subkey to automate the Outlook profile creation. You can check these articles for more details:
How to manually create additional Outlook 2016 profiles with ZeroConfigExchange in place,
ZeroConfigExchange - Automating the Creation of an Outlook Profile for Exchange Accounts.
2) In general, when Outlook cannot identify the type of the account, it's needed to select the type manually. Do you have the issue each time when you set up a new Outlook profile? Please also make sure you are using the latest version of Outlook 2019.
3) It's normal that you have to enter the password for the first time to set up the account. If Outlook Anywhere is enabled for your organization, you can use the following command to check the authentication and make some modification:
Get-OutlookAnywhere | fl servername,*method*
If you need more assistance about the authentication and credential issue, you can post a new question here to discuss it exclusively.
4) For disabling "Set up Outlook Mobile on my phone, too", you can add and configure the DisableOutlookMobileHyperlink registry entry. Please check this for more details: How to remove the "Get and set up Outlook Mobile app on my phone" option from Outlook 2016, Outlook 2019 and Outlook for Office 365.