Yeah, while I don't think that the future at the end of Annual #2 is literally gonna happen, its goal is to thematically indicate what he's going for in the end point of his story. So just like his DC#1000 story, they're not literal spoilers, but intentionally placed teasers.
I don't think he manipulated Tim, Barbara, or the rest of that group, they just got their information from Alfred, who we assume is under the control, so that's why they believe him.
And yeah I'm with you that the boat/street is almost certainly some kind of important clue that will either be resolved or pay off by the end. The conflicting continuities have been brought up and referenced literally and thematically so much there's gonna be something to it. Though I guess it also depends how much the events of Doomsday Clock will pay off in his run, since we already know the dualing memories are all because of Dr. Manhattan.
I think that interview is interesting, in that while he says what he has said before, that the plane was Bane and that Bane wanted to lose so he could be locked up in Arkham, but he doesn't explain how much of the events in-between were in his control beyond just "Batman needs Catwoman, but Bane is manipulating that a bit." Especially given his reaction at the end of I Am Suicide (unless King is cheating with his writing), it doesn't look like Bane intended to lose.
I'm still going with using Gotham and Gotham Girl to break him was his Plan A, and then after that defeat he changed it to using Catwoman to break him as his Plan B.