No sealant on the HGs, I used Fel/Pro marine HGs on mine, on each side there should be 2 dowels sticking out of the block to hold the HG in place and help line up the head to the block.
A few tips, make sure that you run a thread chaser through the block cyl head bolt threads, you want to also thread the head bolts in by hand before installing the heads to make sure that each one threads in all the way. Your block was likely cleaned out by the machine shop but it does not take much grit in the bottom of one of the cooling passages to keep a head bolt from threading all the way in if its raw water cooled engine. The head bolts also must be cleaned up or replaced if too rusted and they get sealer (Merc Perfect seal, OMC gasket sealer or similar) on the threads.
For the intake, yes the "china wall" front and rear vertical ends of the block get a bead of sealant, like Permatex Ultra Grey and continue it up the cyl head by about 1/2" or so. When I did my intake gaskets I used a bit of OMC gasket sealer on the water passages front and rear, to keep the gaskets from sliding around when you drop the intake into place.
For the oil pan/timing cover, I have not had to do those but I have seen people use a bit of sealant at each corner of the pan. Might want to take a look at a Merc manual or vintage GM shop manual for more information.