WRT to the removable winch, there are no suspension adjustments. It is a removable accessory that may be fitted to either the front or the back of the vehicle (assuming you option in the front hitch).
You won’t gain clearance by lifting the suspension as the diff housing will still be at the same height, you will only gain in your entry and departure angle meaning you won’t scrape the front or back as you go through steep inclines or declines as much. The main reason to do a lift is to be able to fit larger diameter wheels, it is fitting the larger wheels that will get you more clearance. That said you could probably go up to 33” tires on the grenadier without a lift and from the way you describe your off-road aspirations you should do just fine with either the stock wheels or 33” anyway.
Every one will give you free advice, mine is to buy it and start using it. If you then find there is something that you want to do and the vehicle is holding you back - that is the time to think about lifts and things like that.
The winch is in my opinion a necessity if you’re going overlanding by yourself. If you’re going with mates then you have other ways of getting yourself out, just make sure you spend some time at a bare minimum watching a YouTube channel like madmatt 4WD or similar to get across some of the key safety concerns with vehicle recovery. Or even better do a course.
Personally I’ll be keeping mine stock standard until such time that there are some well engineered solutions to change the diff gearing to suit larger wheels, when that happens I’ll change from the 265/70R17 tires to something around 295/70R17 and 2” of lift to accomodate the wheels if necessary. This mirrors what I’ve run on my landcruisers which has been as capable as I’ve needed on any trip I’ve taken in Australia.
