Am I being redundant in saving all of the above files?
I think so. I'd save:
<1> the unedited master WAV file (assuming 24-bit since you have the HD-P2)
It's the unedited master, so...you gotta keep it - it's the recording to which you will always go back if you have a problem with any subsequent files.
<2> cue sheet
This simply allows you to re-track very easily with minimal effort.
<3> the Audacity Project used to manipulate the file
This allows you to re-derive from the master (see <1>) any of the subsequent files you make for listening - resampled, dithered, normalized, compressed, etc.
<4> a "finished" copy (whatever your listening format is)
No real reason to do this since you can re-create using <1-3>, but I usually save a "finished" copy in my preferred listening format (was 16/44, now 24/48) for easy recovery without having to re-derive the files.
IMO, that's all you really need. Oh, and ideally, store 'em in 3 different places, at least one of which is off-site.
I'm sure others have different preferences, corrections, suggestions, etc., but that's what I'd do.