Really appreciate you taking the time to write this. After some initial research I see not using UTM tracking tags(1) in all my URLs (or redirects) is a big mistake. So duly noted. You're right about one thing though that since there is no direct integration with Adwords / GWM you're losing out on a lot of info using anything else other than GA.
In the end you are not loosing this data. It is just one step removed. So you need to think about extracting it from Google Ads into Excel/Google Sheets (or an external dashboarding solution) and combining it with a data extract from your analytics solution.
And if you do more, like social media advertising, Microsoft Ads (think Bing) or Twitter they all don't easily integrate into Google Analytics. For all of them you would need to look ad the marketing performance in the platform specific tool and combine this with your on site metrics as described above.
Additionally you would want to take the consent rate into account (if serving European customers). Many of the consent solutions provide this number so that you can use it to adjust things like CPO (cost per order) or cost per visit (CPV) as you are probably not seeing 20 to 60 percent of your traffic due to consent not given. This depends massively on your target audience and the countries you are serving. I have seen this range at multiple international clients of mine for different brands and markets.
So GA having this integration is nice but definitely not sufficient for marketing.
Even when thinking about the integrations for the (quite expensive) paid offerings of GA and DV360 and the likes.