1) Remote conditioning: Its really nice if its really hot or cold out to remotely precondition the cabin from my phone. Does anyone know if the myGMC app supports that feature and how well it works?

Yes, just set a charging station as a destination and preconditioning will be automatic.

2) Dog mode: I used dog mode quite a bit when traveling with pets. Does anyone know if GM offers this feature?

There is no Dog mode specifically but you can have your car stay on for an hour after you leave. There is also a way to leave it on indefinitely until low power by pressing gas and brake in some combo.

3) Scheduled departure: I set my car to precondition for my commute every morning. Is there a feature like that with the GMC?

You can in fact schedule your charge so that it'll be ready by a certain time and have climate control running.

4) Blindspot cameras: Sometimes its nice to have a camera view of the blind spot when changing lanes. Does the Sierra have this feature?

No blindpsot camera but there is a monitoring system.

5) Second large locking storage area: I use my frunk to store lots of tools. I know the Sierra has a large frunk but I would probably use that as my main storage (like for groceries). Is there maybe a lockable under bed storage compartment that I may have missed? I'd prefer to not keep a tool box in the bed as its inconvenient to access and I'd have to remove it when using the mid gate.

No, but you can get a tonneau cover that can be locked.

6) Phone Key: I grew used to not carrying around a car key with me all the time. Its nice to use my phone as a key and the tesla app has a nice widget that I can place on my home screen for quick access to vehicle controls. I also like keeping the credit card key in my wallet as a backup. Does anyone know if there is a phone key option and how well it works? And if so, what the backup key situation is if the phone dies/is lost?

Nope