Welcome to the forum
You will likely get different opinions on some questions and the same opinions on others
Personally, I think you spend about as much on the materials to build your own cage as you would to just buy a cage. However, you can build as big of a cage you like with the materials... some find them very easy to make others think they are huge pain in the arse so really depends on who ya ask. I think pvc cages are harder to clean others don't have any issue with them.
I have no experience with having a glider shipped to me, I don't think I have the nerves for it
I panic when shipping Non Living items as it is lol. But again, other folks have had great experiences with having them shipped, so likely it depends on the breeders and airlines process.
Supplements are a must, but which ones depend on which staple diet you chose. Each recipe may require different supplements so it's best to find one you can 1 afford, 2 feel comfortable making, and 3 one your gliders will like and eat the best. Some recipes you can find all the ingredients locally like BML, other recipes you need to order the supplements for online like the pet glider fresh diet. Each recipe needs to be followed precisely to maintain the ratio of calcium to phosphorous the diet provides. You can check out some of Candy's recipes here
http://www.gliderkids-diet.com/Staple-Recipes.html
I don't have the links to the most current BML or pet glider fresh one but I'm sure someone will post them for you.
As for play time, if they are being as social as you say they should be fine with tent time or bathroom time. Some of the nipping at your hair and such maybe grooming, and can feel like biting sometimes, they will scrape their teeth on you to try to remove a freckle or blemish or something they don't think belongs on you. If it is actual biting the psst sound can sometimes help, but not always. She might just be testing her boundaries or checking to see if a bite will bring a snack.
Are you using a bonding bag at all during the day??