Do I have to do all the Shangri La etc missions?
Just look at Progress (under Maps) to see what you need to accomplish - and, yes, the red-missions must be done as well Btw, there is no win this game but an 100% progress is the top achievement.
also after you take all outposts you can go the settings and reset all the outposts they will repopulate with red army troops so you can re take them with your upgraded skills and weapons so there really is NO end to the civil war in Kyrat ...
When do I get a chance to kill the Boss?
Naturally in the last mission but he's flying out anyway hence the campaign is finished no matter him dead or not.