The sulfate based shampoo wash is like a final cleansing before going CG.
You'll probably never need it again, even if CG doesn't work. (There are many better more natural and less stripping options).
And really, tailor CG to whatever works for you. The original method says "use a gel." I don't use a gel, and my hair is still behaving. But traditionally, yes, you use a thicker conditioner to wash out with (they call it an RO).
You can leave it in for a leave-in, but there are a lot of people that wash out the RO completely before re-adding for leave-in. I think that decreases bacteria buildup as well...