Wondering if it's possible to visit the F lounge on arrival even though you
have checked bags awaiting you in Customs. Anyone ever done this?

Yes.

Do lounge attendants (wardens) concern themselves with whether arriving passengers have any checked bags?

No.

What happens to the bags while you are showering/snacking/resting in the Arrivals/F lounge?

They keep spinning around the carousel or they are on the floor nearby waiting for you to pick them up.