story
2) I have booted macOS VMs without iCloud. I'm not sure of the nags though. I believe signing out of iCloud will prevent iCloud from contacting Apple.
2) that is entirely NOT true. You should install little snitch and see what happens even if you NEVER sign into icloud. note that the phone home contact is not immediate, it happens in the background at random intervals from random applications.
just some random services blocked by little snitch on a mac:
accountsd, adprivacyd, airportd, AMPLibraryAgent, appstoreagent, apsd, AssetCacheLocatorService.xpc, cloudd, com.apple.geod.xpc, com.apple.Safari.SafeBrowsing.Service, commerce, configd, familycircled, mapspushd, nsurlsessiond, ocspd, rapportd, remindd, Safari, sntp, softwareupdated, Spotlight, sutdentd, syspolicyd, touristd, transparencyd, trustd, X11.bin
(never signed into an apple id)
There's also this one: https://discussions.apple.com/thread/250727947
I eventually just gave in to stop the nags.
Doesn't have to be bright red, or even there at all.