When it comes to Reference Alias that point to PLAYER - are there advantages or caveats to filling the alias with a Forced Reference vs Unique Actor?
And what about using both at the same time?

I would be using the alias(s) in the context of an always running quest

Forced perminantly makes the target persistant (Always loaded), whereas unique does not. So if your quest is running all the time no matter what, I don't think it matters which you use.

If you wanted the reference to go away when you finished quest or it was removed which would you use? Unique?

Unique. Once something is a forced reference alias, it's persistant forever. That's why Unique is more memory efficient and better. But if your quest is always running, it wont make a difference. However, if your quest does end at some point, unique would be a more efficient choice.

Unique > all, whenever you can, it's just nicer.