Hiya mate, just stumbled across this post.
Malawis are different than most other fish.
The 'overstocking' rule tends not to be followed, because in lake Malawi itself the cichlids live in tight groups.
Large numbers tend to ease aggression amongst each other, simply because there are plenty of targets for the dominant fish to chase!
Malawis tend to be attracted to similar fish to themselves, then attack them, so stay away from fish with similar patterns and colours.
As you already know, malawis are messy fish, so the more filtration you have the better.
You dont need an algae eatting fish in your tank, firstly fish like bristlenose and chinese algae eatters are from totally different areas of the globe, hence completely different water conditions.
Anyway, Malawi Cichlids are generally vegetarian, and natural algae grazers, so you actually need algae in your tank.
Your wish list could work well, but also it could end up disasterous.
Cichlids have big personalities, and just because some fish are described as naughty, doesnt mean they will be in your setup.
I have some notoriously naughty fish in my setup, yet they behave perfectly.
The most important thing is the decor.
Plenty of caves, and plenty of swimming space, and you should be fine.
Make sure your filter is well matured, then add a number of fish at the same time.
Never add Malawis singley, as the new one will be picked on.
The only fish on your list I would worry about is the Estherae.
I have a couple, they are beautiful fish.... but they are quite naughty!
They both have a cave each, and defend it like anything...
But aslong as they are left alone, then they dont bother the rest of the fish.
I would definately have one, but make it the last fish in the tank, so the others have already established themselves!
Keep the pH up around 8.2, feed a mainly veg diet, and have a good maintanece schedule, and Im sure you will do just fine!
lol. Thanks
I" waiting 
lol