All good points. I suspect on the last point that you likely need to walk through a metal detector at most police stations but they probably believe that someone coming in voluntarily should be treated with the utmost respect (and not a pat down - even though it could be a safety issue) so they don't leave nor lawyer up too quickly.
For the commotion he heard...a thump, thump, thump makes no sense in his story - which changed from not hearing anything anyway. The only thing he would have heard, had his "story" been true, would be walking upstairs and/or crying by SW. If she was quiet enough not to speak to alert him, she wouldn't be making banging noises which would also be unnecessary to stealth murders in beds. But I guess that is neither here nor there since it was all one big fat lie.
Yes, the investigators were masterful from what we have seen. Just now watching the pre-interrogation interview with Tammy. She is brilliant...and definitely establishes an easygoing relationship with CW, who becomes so comfortable chatting with her, which then translates I believe into her successfully pressing/breaking him down later in day during the "confession" interview.