I agree with you the pillars are unfortunate. The replacement tiles will stand out no matter how close they come to matching so you're better off making sure they are clearly different so the gray one is better. Putting busy mosaic tiles could look nice but will interrupt the flow between rooms which I'm guessing is your problem with the columns in the first place. You will need to create a dextrous solution to tying into the 2x4 wall on the left side but I think it can be done tastefully- maybe beveling it back once you get past he end of that wall.

Love blue tiles. Depending on how much sun and how hot your pool gets in the summer should dictate what color it is. We live in Arizona, so cool blues work best. Our neighbor has brown tile and a dark pebble tech pool. Looks like a swimming hole and gets really hot - 94% water in the summer. They obviously didn't think it through.

I would not recommend glossy tiles in a bathroom. We have 24" polished porcelain throughout our house, and... we also have a pool. Although I love our tiles, I have to be super careful coming inside. If I am at all damp, walking on the tiles is tricky. Yes, they are easy to keep clean, but so are most tiles. For my master bath, I went with tiles that had a high COF (Coefficient of Friction). I've had my fill of slippery bathroom floors, and wanted something that I didn't have to slide a towel around on. I love them! I can step out of the shower, and have as much grip on the floor, as if I had stepped onto a mat. :)

I do not have any tiles in my current house but if you think about grout discolouring and looking bad.... then I think that might answer your question. My thought - the less grout the better.