If you finish it put it in the appstore please :) BI tools are either to expensive (Qlik view, Cognos etc.) . And the problem most of the time is getting the data into the BI tool. Because most of the time if you want dynamic reports this is almost undoable inside Mx. You will need external BI tooling for that.
Since Mx5 we have OData that looks promising (the documentation about OData is sparse on de Mx side, I found recently a howto to integrate with tableau but are unable to find it currently). There are not much BI Tools that I know of that support this (look at this page for current producing and consuming systems. Jaspersoft AWS is affordable but again it is a real hassle to get the data into the AWS server because it does not support OData yet. Tableau looks like a nice tool, but I have not checked prices yet and the possibilities to integrate this with an iframe in Mendix.
Keep us posted on how you fare with this.
At Mansystems we developed a module using the FusionCharts widget from the Mendix AppStore. In this module we have 3 roles:
The graphical reports have a drill down. We use Fusion Charts commercial edition with both Fusion Charts and Power Charts modules.
From your list the only thing not supported at the moment is the generation of PDF/Word with graph images and data embedded. This is something on our wish list for the future.