One well or two, I would leave that up to your ability to tolerate the expense. Double the wells, double the cost of upkeep ...
As for filtration methods - pick one that seems to be the simplest for you to work with. Katalox seems like a good choice and, if it doesn't work as well as you would like it to, you can always switch to a direct oxidation method. I would suggest you look into testing a bit more because it would be good to know if the hydrogen sulfide gas is coming from a biological source or not. There is sulfur bacteria that can live down in deep wells and it is sometimes advantageous to inject chlorine into a well to kill off the sulfur bacteria generating the hydrogen sulfide gas. If it's not from bacteria, then you just have to try to oxidize it in a filter.
Point-of-use RO is much more economical than trying to setup a whole house system. You can boost the efficiency of RO by adding in an active permeate pump that drives up the membrane pressure. Higher pressure equals greater efficiency. Just make sure that you are feeding the RO system with water from the softener so that it has minimal calcium/magnesium in it. RO membranes die from mineral scaling.
As for the pool, obviously get your autofill plumbed with softened water but for initial fill, you might look into water delivery options. A lot of time the trucks simply fill up with water from the nearest fire hydrant to the pool but you may have an option to get treated water delivered. It will be costly though. As for ongoing fills for the pool, your only option to keep the pool iron free is to utilize rain water to the best of your ability and minimize the use of well water. Even the best filtration systems will not get rid of all the iron and so it will eventually build up in the pool. This could take years though so I wouldn't put a lot of concern into it right now. Just get yourself positioned for the future when the need to tackle iron to a greater extent might arise. Simple designing the roof gutter system with diverters to enable to move roof water to a point near the pool can be helpful in capturing some of that free water. Draining the pool a bit right before a good rainstorm also helps to keep the water freshened up. Just make it easy to implement.