On 1 September, TSW3 leaves Game Pass. According to the FAQ, in order to transfer your progress to TSW4, you have to have a previous version of TSW installed on your platform: "To make use of progress transfer you will need to have Train Sim World 2 or 3 installed on the same platform and account." I don't own TSW3 and have been playing it through Game Pass. To have my progress transferred to TSW4, is it enough to just leave TSW3 installed after 1 September? Or do I need to install TSW2 (which I do own) and transfer my TSW3 progress there before that time?
When Train Sim World 3 leaves Xbox Game Pass, it won't uninstall the game. So long as you have the game/save files on your console, you will be able to transfer your progress.
Save data does not get removed when you uninstall a game on Xbox. You have to specifically delete it. It's stored locally and on the Xbox network. So I expect if you are moving consoles and using the same Xbox account, it will be there. I'm not sure how it works on other platforms but I expect they want you to keep it installed in case of user error. If you only ever played TSW3 on cloud gaming, the save is on the Xbox network still.
You don't need your add-ons installed. On a side note, progress transfer has nothing to do with transferring/downloading add-ons (common misconception). Just to be on the safe side, leave the base game installed until you have transferred your profile.