The S5 does come with a sensor to detect if filament ran out. To my knowledge, we do not sell an extended spool holder for carrying 2kg filament on the printer.
@Jason7373 Yes. You can use third party materials with the Ultimaker S5. You will need to input a new material profile in Cura to record your settings.
No. You cannot just replace the nozzle. You have to change the entire print core. Currently Ultimaker does not sell cores with stainless steel nozzles.