Glad you've found it useful!
Bucket fill:
-Exists! For the CHR edtor, or while in free draw mode, hold ctrl and click.
For tile-fill on screen, make a selection on the screen canvas (shift-click-drag), and press F.
You may want to consult the cheat sheet png:s included to discover more similar actions.
Also keep an eye on the status readout field for more in-context usage tips.
Full window mode:
-Will likely not happen. The current GUI is too brittle and the reward too low compared to other features on the roadmap.
But, for seeing & editing the whole map, use the Navigator [F6]. Apart from the functions that are similar to photoshop Navigator, it can also perform arrangement tasks like copypastes and drag-swaps; see the the tutorial GIF:s and videos on the itch messageboard.
(There actually are quirks that allows Windows to make NEXXT go full screen, but you won't like it

)
Undo history:
-Is coming sometime. Another user has been working on it in a fork and when it's completely ready, i'll merge it.
Since back-forth action easily accessed via repeated ctrl-z presses is essential for pixel art, though, undo history will use a subcommand instead with some modifier key. Ctrl-alt most likely.
Until the merge happens, i recommend getting acquinted with the
checkpoint system.
It works like this:
-When you like what you've got so far, press ctrl+shift+z to set the checkpoint.
-Then; carry out a number of actions.
-Now press shift-z repeatedly to compare the checkpoint vs your edits. You can also copypaste parts from the two time points into each other to get the best of both.
Getting in the habit of setting checkpoints means a faster and freer workflow. It should feel familiar to working with savestates in emulators.
Data layers:
-May happen, just not yet. NEXXT and its predecessor NESST was originally made as a screen layout tool, but it is growing out of its original visuals-only shell slowly. There are some growing pains.
A collision map referring to direct chr tiles is planned for, since it's simple to use and covers some scenarii.
More importantly; i'm working on a metatile library/tool that will also have a very generic collision map solution that may suit some. But that's always the problem with NESdev; every engine is very particular about when, where and how to use level data. This won't be ready in the next upcoming release, but possibly the one after that.