Hi,
I have a site about this sort of stuff -
extreme macro
You can cover 1:1 to 20:1 in a couple of thousand bucks, probably less if you're prepared to buy used.
APSC or fullframe, both do this just fine. You don't need anything else.
For 1:1 to 5:1 your best single solution is Canon mpe65, nothing comes close.
But if you want to use Pentax you can use reversed enlarger lenses too to cover this range
5:1 to 20:1 you'll want microscope objectives, a mitty is the best option but start with a nikon cfi 10x na.25.
Then all you need is a 20x objective. These are expensive, but fwiw long working distance helps. Again Mitty is good (mitutuyo) but others are good too (Nikon)
Main challenges will be lighting, and you'll want to get stacking software too. If you're just after small webshop and catalogue pics then helicon is fine.
In terms of your tethering requirement, what you describe isn't tethering. Tethering software is software that lets you connect a cord between camera and pc, and use output from camera to pc to take a shot (and to see what youre shooting). What you want is much more straightforward, is just output to a bigger screen. Most APSC and fullframe have this nowadays - just connect an hdmi cord from your camera to some hdmi tx and you can see what you're shooting on your TV.