I can't help with the dance or cake-cutting question, but we asked about Sago Cay and were told that no characters can come out there or to any other "public" guest area.
We've got planned to do our cake cutting at Sago Cay, but it will depend on the weather.
As to the first dance, I was gong to ask about the ipod setup at Sago Cay, and see if it's more expensive there, as it's outside and may require a sound system to be set up