well, if you want to work entirely "analogue", then you REALLY need to look into sequencers and probably clocks too to give your modules automation that you could do filter sweeps over etc. or backing while you play.
i would think it'd be A LOT better to buy a separate synth if you want to do polyphonic as it would get expensive building a system with multiple VCOs and VCFs that you can't fully match. you could get a 4 voice dave smiths instruments Mopho x4 for just $1,000 and i think with modules being even cheaper, a $500 korg polyphonic, or work your way up to more expensive prophets including the "ultimate" OB6 as from what i've read, oberheims have a much fatter sound than prophets.
not only would a separate polyphonic be cheaper, but you could get PROGRAMMABILITY you can't get from modular and potentially a sequencer and midi-CV so you can communicate directly with your modular rack. it'd take a lot of research to pick a poly that suits your tastes, needs & budget, or a separate thread asking about the pros & cons.
it wouldn't hurt for you to have an external drum machine from a cheaper one using sampled sounds up to an all analogue "808" type kit. personally, i'd be inclined to go the sampled route there as you're more likely to be straightjacketed by a step sequencer where you can play beats with looser timing on a sequencer you can record live on and turn the quantization up for looser beats where you can, for example, lag a high-hat. as with a separate polyphonic, which might have its own "high res" sequencer, you can save patterns and songs and probably tempos too on your drum machine and then sync your modular's clock to your MIDI gear.
while your pre-programmed beats and melodies are playing on your beatbox & poly, then you could do all of your modular type stuff over that with your rack, or even process audio from your other gear. i've heard some interesting effects running drum loops through a synth and distorting them in various ways.
as to headphone amps, there are modules for that you could put in your rack. you could TRY jacking into your VCA or mixer, but i think you'd need more juice to drive headphones. i'm not sure. then, there'd be the "left channel only" issue as your jacks are going to put mono out. you'd probably need some kind of stereo to mono adapter jack for that. if you were using external polys & drum machines etc., you'd likely run everything through an external mixer which would have both line outs and a headphone jack. little mixers are cheap, and some even come with effects.
as to maths... i'll leave THAT to you. it's a very powerful & popular module, but i personally hate it because it's so complicated. i'd rather break all of its functions, at least the ones i'd actually use, down into easier to understand individual modules that maybe do their specific tasks even better with additional control eg. an ADSR envelope generator offers more control than a maths could for that function. it's a more expensive rack hogging way to do things, but the route i'd prefer.
anyways, i hope MAYBE this helps you plan YOUR system and/or gives you ideas more than it takes you away from your goals 7 style.
as to interfacing with ableton, expert sleepers' ES3-Mk III MIDI to CV converter is the #4 rated of ALL eurorack modules, so i'm guessing it's not shabby, plus ES offers a bunch of different expanders as well as dedicated VST software for controlling the modules, both in a slimmed down freeware version, and a more powerful one you have to buy.
and for doing clock modulation & LFOs in your rack, little "pamela's NEW workout" looks like a really powerful PROGRAMMABLE clocking module to modulate your rack with and sync your hardware sequencer with. i had originally put a batumi 4x LFO & quad clock distributor in my play rack, but it sounds like pamela can do what both of those can with her 8 outputs and MORE with her swing tempo, advanced LFO shapes & memory, but then again, MAYBE batumi & quad clock are better for live synthesis because of their knobs & sliders. i'm actually new to all this and trying to learn what i can. i understand midi, DAW sequencers & studio gear better having read keyboard & mixmag since the 80s and am only now digging into modular, so don't take my opinions on modular as expert advice by any stretch.
hope this helps though