Much safer just using soft options, without a letter from an employer stating remote work status or tax returns ... Plus the money you show in the bank can't be investments. They either want to see steady income, or large amount of money in a checking account.
Yes just send most recent statements, but the money must be in a checking account - can't have any stocks or investments in the account. I had to sell all my stock and move to normal checking account.
as long as your enrolled you qualify for the visa. You must have accommodation in the same city/area as the gym you sign up for. Whether you attend classes or not is not yet monitored.