Community Tip - Your Friends List is a way to easily have access to the community members that you interact with the most! X
I don't know of any way to make your own custom drill cycle where you specify holes and it does all these things. If it were me, I would just do the "spot drilling" of all the holes then drill them all to full depth with the full spindle speed, coolant, etc. Besides, on any machine I've used, turning coolant on is not an instant effect. The coolant takes a bit of time to actually start up.