For me when I had my bug I did the below:

Sump - was stock, just ensured the oil was full at cold prior to track day

Oil cooler: I never had one however if you plan on doing 6+ laps at full noise it's a good idea I think.

Radiator - the standard rads are actually really really good quality. Maybe put a new one in if you are questioning the current one.

Fuel surge - I never ran one and a couple of times ran less than 1/2 a tank with no issues.

Brakes - I used A1RMs without issue found them to be a happy medium between track and road. Just really dust which I didn't really care about.

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2016 Subaru Outback - Work Wagon
350NM of CVT Goodness
Pit Crew, shit talker.