This seems more like a rant than a question. That said, the post's question seems to be summarized as:
"I have a relatively complex set of applications that have a number of 3rd party dependencies and are built on legacy .Net frameworks such as ASP.Net and utilize other complex API's such as the MS Office API. How can I migrate from targeting .Net Framework to .Net Core/5+?"
This is actually a very complex process that I and my team are currently in the middle of and will take us a long time to finish. The link provided by @RickZeeland gives a good high level overview of getting a scope of the process.
The first thing that needs to be understood is that you should think of .Net Core/5+ as a completely separate runtime environment than .Net Framework (up through 4.8) that just so happens to have a lot of similarities/overlap in terms of base class libraries and language. But, a number of technologies were not migrated to .Net Core/5+, which is what makes the migration challenging.
To get started, looking over Rick's link is good and list out all your dependencies. Determine which ones are not available as-is in .Net Core/5+, which ones have a migration path, and which ones need to be totally rewritten.
As an interim step of migrating for a large complex set of applications, evaluate which of your in-house written libraries can be converted to target .Net Standard 2.0. .Net Standard 2.0 libraries can be targeted by .Net Core and .Net Framework applications, so this allows you to break down some of your transition into manageable chunks.
For third party libraries, most of the major component library providers such as DevComponents and DevExpress already have .Net Core/5+ targeting libraries, so you should just download them.
After you get the 3rd party dependency libraries handled, converting your WinForms and WPF applications themselves should be relatively straightforward since they migrated those technologies over.
Your web applications will pretty much need to be rewritten, though you should be able to reuse some/most of your existing code in those applications. Research ASP.Net Core as that's the new "flagship" web framework for .Net Core/5+.
At this point, it's just going through step by step of each component and library and convert them over. MS has put out a number of blog posts and articles about migrating many of the frameworks and libraries, which to be fair they should aggregate in an easy to find and navigate portal as everyone on .Net Framework applications has questions like these (including me). To find them, you'll need to try searches for specific components, such as "migrate SqlClient to .Net Core". And yes, many of the solutions, especially for company/Operating system/application specific libraries are now Nuget packages. This is in keeping with the desire to have .Net Core be cross-platform.
To directly address some of your bullet points:
1. System.Data.SqlClient doesnt exist in .Net Core. Search and use the Microsoft.Data.SqlClient nuget library. I personally found this migration to be straightforward - I just added the Nuget package, and did a find-replace for all the 'using System.Data.SqlClient' strings to 'using Microsoft.Data.SqlClient'.
2. System.Web.UI - likely have to just rewrite your web app. Microsoft.Office - I've not done this one personally, but likely you'll need to do a specific search for that component's migration, something like "Microsoft.Office migration to .Net Core", and certainly it will be a nuget package if it exists.
3. As mentioned earlier, check out the vendor's websites. They'll have .Net Core targeting libraries.
4. You dont have to convert them to Blazor, in fact that's a new technology and probably shouldnt be what you migrate your existing ASP.Net app to. As noted earlier, research 'ASP.Net Core'. (Someone else can offer more on this - maybe Blazor is the right answer. We're converting to ASP.Net Core though).
"Microsoft says that .Net6, which is coming out, will not be compatible with .Net5."
Can you post a link to this? They should be fully compatible, .Net 6 just has a bunch of new stuff over .Net 5, with just a few documented breaking changes.
Again, it's a complex process and will take time and planning and a lot of research. It's "easier" than converting from MFC or VB6 applications to .Net, which is what Windows devs had to do at the turn of the century. There should be significant benefits from migrating, but a lot of those benefits are realizable because they decided to abandon a number of legacy technologies and bad design decisions when making .Net Core.