At your frequency you can prototype on FR4 with or without solder mask and afterwards move to Rogers. If you will use Rogers it just be easier to get right dielectric constant, but more expensive. In your case i would use microstrip lines and solder mask.
By CPG what do you mean? Coplanar guide? I can't see how it helps. Maybe to reduce radiation losses. But Rogers is already have very low loss, so coplanar guide effect seems to be neglible relative to good substrate loss. Maybe on some thick FR4 coplanar guide will make difference.
About solder mask. There was a topic here, about trying to simulate solder mask effect. Conclusion was solder mask effect is neglible up to 20GHz or so, and simulating it makes no sense as solder mask thickness varies even on a single PCB, and also there is thickness jump along copper edges. And at 5.8GHz it must be very long line to make some shift in phase.
About gold-plating, i have seen some PCBs where gold-plating without green mask was destroyed, maybe by enviromental conditions or wrong plating manufacturing process, but still worked ok.
Also, i asked one time about manufacturing on RO4003, and was given an anwer that there is only gold plating available, and they explained that tin plating can damage copper layer somehow, bent or something. Although i have seen PCB on RO4003 with tin plating.