Yes, you can buy the optional side fins for the GO boards.
They do, in fact, work pretty well as a substitue "center board/ dagger board" but only in non planing conditions.
The attachment screws can handle the forces developed to stay upwind just fine non-planing conditions, but there have been some failures if used in planing conditions and with large sails. So, use them for < 12 knots only would be my suggestion.
Yes, you can put the centerboard "up" and have a fully planing but kinda large "shortboard".
The new Rios do this very nicely.
They have a moderately sized centerboard that works quite well (once again in non planing conditions) to keep you upwind by railing the board a bit (lee rail down in this case).
Once the wind comes up a bit, stow the center board up inside the board by pushing forward on the handle and you have a really nice fairly early planing board that's fairly quick on the water.
Yes, you can "progress" on a board without a centerboard, but from the sound of your conditions, I think something that transitions from a longer waterline with a center board for non planing conditions (which you seem to have the most often) to a fully planing board with the center board retracted is going to give you the most "quality time on the water".
In less than planing conditions (less than 10-11 knots unless you get a really large sail) you won't have a whole lot of fun on the true "shortboard" unless you get a really wide one and a huge 10.0 m2 + sized rig. You will need to learn to pump effciently as well to get a big wide formula type board going in < 10 knots.
The formula racing minimum wind speed is 8 knots of wind just for comparison purposes.
If you get a free ride type board, without a centerboard, fin selection can be pretty critical.
You will need a fairly large and upright planform (like a race or slalom fin) to get your board planing early and help you to stay upwind until you develop the skills to really sail
upwind on fin lift alone.
If you sail smaller rigs in the 6.5 m2 range and mid size fin that's sort of a "swept pointer" will help you jibe more easily.
If you get a high wind board you will probably want a more curved planform fin that's loose and turny, but will not go upwind very well.
The fins that come with your board are going to usually be pretty good, but in the "mid range".
If you are using larger rigs, in less wind, you'll want a bigger fin.
If you are sailing in "mid range" of the board's specifications, then the stock fin will be OK.
If you are sailing in the high wind range for the board, then a smaller than stock fin with a bit more curvature will be what you want.
Hope this helps,