The U3S can cycle through all six bands but you will have buy the relay unit, so you can select the apocopate band pass filter. I do not think you can run through all six WSPR modes then on the second pass switch to extended WSPR, but I may be wrong.
With regards Band Pass Filters the highest frequency you are using must go in slot 1 of the band pass filter as this is always in circuit by design. With the relay board in operation, the U3S becomes BPF 0, and physically above it is BPF 5, BPF 1 is at the far end. You can cycle through in any order you wish.
With regard using an auto ATU, make sure you buy one that will auto tune automatically, some Auto ATU require you to push a button to get to tune. (Elecraft T1 for example). Most Auto ATU, require a minimum power typically between 3-5 Watts, (except the Elecraft T1, but this has a manual tune button) You will need to use the 5 Watt amp, however, you must place the LPF after the 5 Watt amp electrically. The 5 Watt cannot share the same custom enclosure without a lots of extra cooling, as the heat sink will be inside the case, some fans will be required, or mount the 5 Watt on a separate heat sink.
This then gets tricky, as to where you physically place the Low Pass Filters. RF path: U3S out to 5 Watt, then through the LPF then to the auto ATU then to the aerial. I hope this helps. If you cycle through 6 bands you will need a cal period of at least 2 mins, at the end of the cycle and if the U3S is in with the 5 Watt amp it will not be thermally stable, as the enclosure will be cooling down during the call period, so a fair bit to consider.
I run my 5 Watt amp in a separate enclosure with its own BPF switching controlled by the U3S, see photo. You will also need to provide some extra buffer switching if you use second relay board, as the U3S can only handle up to 40mA relay switching ( filter board relays require 28mA). By having two LPF relay boards, the U3S can run without the 5 Watt amplifier (barefoot)