What is recommended for an underlayment? Do any of the metal roofs need solid sheathing or just purlins?

Brad;

installation over purlins only is possible, if the MFG allows it. When going over a solid deck 30# felt at a min. but preferably over an ice & water shield.
pick you roof then see what their recommendations are

Take the shingles off. Not doing so is like repainting a wrecked car without fixing the body damage first. It makes no sense.