"I'm looking into buying an ICE as I think it's going to be impossible to get by without it."
I am a very strong proponent of using ICE as a hardware and software debugging tool, I get by very well with the Ceibo EB-51 which is 98% as good as the expensive ones at 1/4 the cost.

"I have my bootcode running on an evauluation board (ie all Internal Flash/Ram) and am now worrying that the external devices will not be configured to allow me access to everything I need."
You are aware of the function of the !EA pin, I hope

"/PSEN, /RD connected to /OE of FLASH
This allows instruction fetching and 'const code' data read."
You do not need this, and it may even get you in trouble, Compilers automatically use MOVC for "const"

"Y2 from decoder connected to /CE of FLASH
This bit is set by writing to an address with A15 - hence writes to H8000+ will write into FLASH."

I believe that is 8x8000- 0xbfff, please verify.
Also, this disables the access you want for 0x0000-0x3fff.

Check the above and come back.

Erik