My reactions to your bullets are below, but first I have to note that, unless I'm playing something like an Arborea map, the Celtic forest bias just means you should have some forest tiles nearby -- it does not assure you that there will be a sea of forest tiles as far as the eye can see, so your expansion sites may be forest-free or have only a couple of forest tiles. Anyway, as to your bullets:
1. I find deserts are often found near forests (the terrain can shift dramatically in a matter of 3 or 4 tiles), but I would agree that you won't usually find many useful desert tiles in a Celtic capital. But you can often find desert at attractive secondary city locations. Of course, scouting enough desert to make an intelligent decision by turn 5 is hard. But, if your capital city location does not present an obviously better faith-giving pantheon opportunity, then taking DF with the aim of settling nearby desert sites can make sense.
2. UA only provides benefits for forest in the 6 tiles immediately adjacent to the city center tile, and only to a max of 3 forests. Any other forests can be chopped for production and to get benefit from Dance of the Aurora. That said, I personally dislike DoA because it does require naked tundra tiles -- OK for tundra hills (you would probably mine or (if riverside) farm them anyway), but less attractive for flat tundra tiles (1 food), since the forest at least adds 1 production. Put another way, I'm not usually excited about trading 1 production for 1 faith.
3. Agree that 1 quarry is not enough justification to take Stone Circles, but I do see stone and (IIRC) gold/silver in tundra starts. But again, don't limit your survey to your capital. A tundra capital has so little going for it that is conducive to a faith pantheon, but nearby expo sites may be much more attractive.
4. Try raging barbs. I don't usually take GoW (perhaps 2 or 3 games), but when I do it's to farm faith. On higher difficulty levels, there's also the AI to consider -- Monty, Shaka or the Huns nearby? Steal a worker or two and then sit back near your cities and let their units die on your Pictish Warriors' spearpoints.
5. Wine doesn't usually spawn in forests (at least as I recall), but often spawns nearby.
6. 1 faith isn't enough for a religion. But 2 faith from the UA in a few cities, plus shrines and the 1 faith from God King should be enough. That said, you take God King for the other bonuses - the 1 faith is meh and you will usually take it because the other pantheon options suck or you don't expect to found a religion. If the Celts spawn in the only forest to be found for miles (so 2 faith is the max from its UA) and have no other faith-generating pantheon option, sure, take God King and later accept whatever religion the AI spreads to you.
7. Agree on it being luck dependent, but does provide nearly the faith output of Stonehenge without having to risk building it.
8. Can't recall specifically having pearls near a forest city site, but I'm not aware of any map script restriction.