Yep, that's right SPers treated the same, soft Power applicants in Taipei were caught out by that when I was there. No regular income requirement but the 500K shows you have financial independence for 6 months . This visa covers a lot of different visitors which may explain the no minimum income requirement.
I know in London, some new business owners get approved. The 500k covers your financial stability which is why there is no minimum income requirement. Detail your business, your position Inc contracts you have. Taipei does not like new contracts with no payment history, I'd avoid going there.
They want to verify income with deposits on bank statements which is one reason they ask for pay slips. If you not getting payslips, you can show an invoice.
There is no minimum income requirement so having a new business should be fine. Provide business registration, outline of business, your role, any contracts you have.
You are worrying too much about the tax return. 1000s approved without one. There are legit reasons not to have a tax return such as yours. If you are asked for one, you explain your situation.
I got my DTV in person in Taiwan last month and the same day approval was why I went. Now, online applicants need to first go to the immigration office in Taipei and apply for a certificate of entry and upload that with your application. You will not be approved without that. Also be prepared to come in for an interview, online applicants in Taipei are often asked to do that. On the DTV group page you can find experiences of recent online applicants. Prep for a 3 -5 day stay.