Here ya go: selfh.st/apps/

Will cover about 90% of your bases there. You can even look up proprietary software and it will show you self-hostable alternatives.

My goto would be wireguard, is that still a good option?

Yes.

Private cloud/File server

selfh.st/apps/?tag=File+Sharing

Is a local video streaming app actually useful for a rare watcher of movies etc, or can they be streamed directly from the file server?

You can do it any number of ways. I have it setup a pretty cool way, I think. I leave my PC on all the time. I also have a home NAS with all my media files on it. I host Jellyfin server on my PC and in the Jellyfin settings link to the network location of the files (\\nas\media\tv, etc). Works great, especially for transcoding because I run the server on my Windows PC, it gets access to my GPU for transcoding. Really great setup I like to think. Only drawback being you have to leave your PC on all the time, which doesn’t bother me.

Is Docker the way to go for everything? or just install on the machine directly?

There are alternatives to docker, like LXC but they’re not as widely used as Docker. So unfortunately…

Another option for you could be Hyper-V if you don’t mind using your PC to run containers. I like it better than running docker containers.