Let's start with the premise that not all representations of grit size are equal. One maker's 4K is another maker's 6K. It's not a question of integrity -- or at least not necessarily or even usually -- it's just how it is.
The Suehiro Rika is an interesting stone, which finishes between a barely medium 3K and an almost medium/fine 5K depending on how well you break down the mud. So, the improvement in edge refinement and/or polish that you'll get by moving up to a finer grit depends on how you use the Rika.
I recently started using US Products CBN and am very pleased with it. For your purposes the slurry will be easier to apply, less messy and more economical than paste. When you order, although you want be prompted to do so, you'll need to specify water or oil base. Get the water.
You can strop kitchen knives on just about any strop surface as long as its hard enough not to give too much. You can use leather or felt as long as its backed. You can apply stropping compound to smooth cardboard (like Manila folder covers), MDF or even Masonite. Lots of guys use 3M "Film" on glass. Lots of other guys glue leather to MDF or Masonite.
The CCK, Fujiwara and Henckels all have very low "scratch hardness," and will not hold a polish for very long; especially if you true on a steel. You'll find that stropping those knives with charges finer than 3u is a waste of time. You'll find it a great deal easier and more convenient to true the Fujiwara and Henckels on a rod hone than on a strop.
For loaded strops, I prefer balsa for its combination of hardness, give, ability to hold compound, cleanliness, longevity, and because magnetic blanks for my HA base are cheap and available. For truing, I prefer well backed, but uncharged leather; and use HA strops because I have the base. Neither balsa nor leather are magic surfaces, nothing is.
Whatever you use, you want its surface fairly smooth and very flat. I wouldn't use ordinary lumber-yard soft pine unless it was planed and/or jointed.
If you already have strops which work well for you, there's no reason to run out and buy something else. If you're cutting your own bench or paddle strops not for use in a holder, you want -- as an absolute minimum a 10" x 2" stropping surface. 10" or 12" by 3" is better.
You can go directly from 3u CBN to 0.5u CBN. You don't need to use 0.1u as an intermediate. On the other hand, a decision to stop at 0.1u rather than going all the way up to 0.5u isn't a bad idea. 0.1u is plenty of polish, you certainly don't need to go to 0.5u, but you sound like the kind of person who wants to see what happens when you take things all the way. I am, and I'm not in any position to try and talk you out of it -- besides, you're going to do it anyway.
Don't waste your time with chromium oxide anymore, it's a thing of the past. The trick with choosing stropping surfaces and compounds, or indeed with any sharpening using very fine grits is developing edges that are at least as much sharp as shine. Compared to boron, diamond and/or CBN, CrO is too much shine. CBN edges seem to hold up longer than diamond edges -- so that and boron are my first choices.
Stropping tends to develop long and tenacious wires. You want to make extra sure you chase the wires well and completely deburr them. Always use light pressure and controlled strokes (which start and finish on the strop without running on and off). Use very, very light pressure on your final polishing sequence so as not to pull new ones, force yourself to deburr, and ruin the polish.