There's actually a fanmade walkthrough that I believe answers every last question here. (Why am I iffy on the Itemfinder question? :/ It should be able to answer that, too.) It's an attachment on one of the posts in this thread. Just gotta re-find which one.
EDIT: Oh yeah. I actually had a mirror of it attached to a post on this page! Please note that this document wasn't made by me. I'm just making sure it gets to the eyes of those who need it, which is why I uploaded a copy in this post:
https://www.pokecommunity.com/showthread.php?p=10388444#post10388444
EDIT 2: The answers are as follows, but I still heavily recommend downloading that Walkthrough and following. Remember you can search through it using CTRL+F (or CMND+F, if on a Mac).
1.) The Itemfinder is given as part of your exploration of the Kanlara Power Plant, near the town with the second Gym. Exploring the inside is optional, as the story only takes you to just outside the building, so that's probably why you overlooked it that far back.
2.) The earliest wild Sableye can be found in a couple of the floors of Moss Cavern. If you've made it to Sena Town, another optional location if I recall correctly, they seem to be the highest populace inside the part of the cave that connects directly to Sena Town. I don't remember if Compound Eyes works in this game, but that can help increase the odds of wild Pokemon that can hold items to hold them, if this Emerald-and-beyond functionality was implemented. The Thief TM can be obtained by a Rocket Grunt just outside the Wanjara Department Store. (They can also be bought if you complete a late-game optional sidequest, accessible once you have Surf, but they ain't cheap.)
3.) Just like most canon and fan games with Surf, once obtained, you're meant to retrace your steps through the region thus far to all the places you've been and use Surf to get to places with water you couldn't. The guide actually lets you do both, so I'll defer to it, since it'll be easier to read it then try to explain. You can choose if you wanna do anything optional, and what, yourself. Just hit CRTL+F and then 'rt22' (without the apostrophes) and it should lead to the exact spot of the walkthrough you should be at.
4.) 'xzx' is the code that should take you the part of the walkthrough that lists all Legendary and Mythical Pokemon, explaining when and how each can be obtained. Many can be accessed during certain badge-story points. The main walthrough will also note and walk you through when they can be obtained as they can be obtained. (I think it's off on certain ones, like Raikou, who can actually be obtained even earlier than it notes that it can.)
Well, that's the questions you had asked. Hope my response was helpful to you. :)