Fantastic! Always good to see more people get in on Vanquish. My advice would be, if possible, to play with a controller. It is a console game and I feel that by using a M&K the enemies just don't hold up at times. Their speed is tuned to controller aiming, which makes PC-gameplay a breeze at times.
> roll
The official data is there, somewhere. IIRC the meterless roll has one or two i.frames but it is very minor. For regular dodging I recommend "boostdodge", you can read more about the advanced stuff here:
https://stinger.actieforum.com/t4-vanquish> weapons
It really has a lot of fun options and every gun has fun stuff going on. The LFE and Shotgun are the 'top tier' weapons in terms of usability and damage respectively. Note that most notes of such are based on the hardest setting which changes the game quite a bit. The shotgun is an absolute damage beast when you can get all the pellets to connect, while the LFE is great for ringouts, throwing grenades farther, stunlocks etc.
> enemies
Mikami and co. really know how to make fun and interesting foes. The Romanovs alone (those big mechs) are a joy to fight and dismember, lots of available options.
> taking control away
Sadly a lot cannot be skipped, as they were (as you guessed correctly) masked loading times. The game also gets a pretty big 'different style' section around the middle where it's constantly throwing different styles of gameplay at you (turret sections etc.) which can get dull.
> tweaks
The game is technically still 'busted'. It was originally an 30FPS game and a lot of damage-numbers are out of whack as a result which makes some fights a lot harder and some a lot easier. Some boss attacks that used to OHKO you on God Hard now barely scratch you, while some random bullets had their damage values trippled by accident. This was patched, but the patch sadly didn't fix it as intended either and just flipped some numbers around again.
Note, this is purely 'veteran' stuff. If you're new you won't notice this at all.
Have fun man and report back on how you like it later-on! Should you get to the hardest setting soon, don't be discouraged haha. It is quite the jump.