Requesting a more intelligent wireless switch. Does it exist?

I'm new to the HA world and maybe am not reading your questions right. But don't ALL the major players do this? I'm starting to get into Z-Wave now, but I think Z-Wave, Zigbee, Insteon, etc do this>?

State Feedback: For the most part, yes they all do it on some level. But there are various subtleties to it and it is not consistent even within for example Z-Wave between manufacturers. I don't know if there is a detailed comparison of this across devices somewhere. Lutron patents are one of the reasons why this varies.

Wall Switch: Somewhat ambiguous as to whether you are talking about leaving standard wall switches in your installation but if so the simple answer is no you have to replace all your switches with smart switches. At that point they will all work together like you describe.

Not sure if i fully understood, but there are a few devices that may suit your needs.

The WeMo allows you to control any device via the switch, or via the smartphone app.

The Hue works with LED lights.

I hope this helps.