My understanding is that beginning in the 2021 model year for the Model 3, the only TPMS that work are proprietary to Tesla and have to be ordered from them. I think that this is usually ordered by the professional installer.
I would definitely go for the 18 inch wheels for your winter set, for the reasons you state.
If you are going to the length of having a dedicated winter set, wouldn't it be better to have winter tires, rather than all-seasons like the DWS06+? Or at least consider some of the new 'all-weather' tires (more winter capable than 'all-seasons'), like the Michelin CrossClimate, Nokian WR G4, or Vredestein Quatrac Pro. But maybe in Philly a good set of 'all-seaons' would be sufficient, even if it would not cut it here in Great White North.