Pea gravel in the sand filter? Never heard of that! If the manufacturer doesn't call for it, it will probably void the warranty. Don't do it! You don't need it. However, I will defer to OUR experts on it (but nobody else's).
I am continually surprised by all the nonsense pool store guys come up with. He'll probably tell you that you need calcium in your water, too. You don't.
You don't need to worry about sun on the filter.

Closing: The better you maintain the pool throughout the season the easier closing will be. And since you are in Iowa, your winters are cold enough so a properly closed pool will be pretty easy to open in the spring.

Carl