I can only speak for the Kindle, but Time Left To Read etc. are available to ALL books.
The reason Word Wise, X-Ray, Authorinfo and other ancillary book data is only available for purchased books is not a software retriction (the Kindle doesn't differentiate between purchased/sideloaded books) but rather because that data needs to be generated for each book.
Speaking of which, there is a Windows program "X-Ray Builder" which does exactly what the name suggests.
There is also a brand-new calibre plugin which is a partial port and does the same thing (but is still being worked on).
On the typography front, you can embed fonts in the AZW3, or use the font hack if you are jailbroken.
Granted, the Kobo has font management without requiring a jailbreak.
There is an experimental KFX Output plugin for calibre, which gnerates the new, super-cool Kindle format with added typography. Not caring about typography myself, I am happy with plain old AZW3...
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