1. No, neither the Comcast box nor the BluRay have discrete power commands.  The Comcast box hardly matters, since it uses about the same power whether on or off.  Most people just leave the cable box on.  The BluRay probably will respond to Play as an on command, and to Play-Power as an off command.  You should be able to experiment with these to see how well those work.  Probably the delay needed between Play and Power (to simulate discrete off) will be much too long to make this an improvement over the current situation.

2. Yes, the Comcast remote is programmable to send commands that weren't included in the standard setup codes.  So if you find that the simulated discrete commands mentioned above are workable, we can tell you how to make the Comcast send those commands as macros, and to assign them to other buttons.  If he components had discrete commands, the Comcast could send those too.

3.  Logitech Harmony remotes have power state tracking, and have much less delay between issuing power toggle commands compared to the Comcast.  If the units get out of synch, there is "Help" button that guides the user through getting the components back in synch.  I have no experience with these remotes.

4.  We use Comcast remotes at our house, and I have a JP1 interface cable, so I know quite a bit about them.  The AllOn button is setup to have a 0.75 second delay between the power toggle commands to each component.  It is possible using the $30 cable to shorten the delay to near zero, and that cuts down on synch issues considerably.  You could also (counter-intuitively) program a different button to send the power toggle macro, and that would reduce the delay to 0.25 seconds, which might be fast enough.  Unfortunately, it has to be a different button than AllOn.