There are a few more things end-to-end encrypted these days: Health app data, payment information, etc (see https://support.apple.com/en-ca/HT202303).

However, I am really curious about whether or not using iCloud Backup negates these protections. For iMessages, Apple specifically says that it does: "If you have iCloud Backup turned on, your backup includes a copy of the key protecting your Messages." In other words, if you use iCloud Backup, Apple specifically holds a key allowing them to decrypt your messages in your iCloud backup.

100% correct. iCloud data is recoverable by apple without passcode, except keychain and phone backups, if i'm not mistaken.