I have some upol etch primer for the alli bodywork. My question is -

It hasnt been polished since i built it, so its clean, but has some surface oxidation, and its dull

Can i etch primer onto this? or do i have to clean it to a shine first?
how do i get rid of the peek! residue, i assume i cant primer straight on top?

not an expert on ali panels at all, but no reason I can see why it can't be prepped using 600 grade wet and dry. Then wash, panelwipe and etch prime. Then a couple of high build primer coats, flat with 800 and then topcoat. So just like I would treat steel....

just use a green scotch pad to cut the surface. It will remove the oxidation and key the panel for primer at the same time

It would probably happily etch through the oxide layer but a quick 20 second scuff with some W+D seems a quick nod in the direction of "prep"

make sure you dont touch the ali with your hands after you've panel wiped it.
it sounds silly but the acid in your hands can leave marks that will show up after it's painted

As said scotch bright and soap water rinse off leather down ready to go .