I wouldn’t start with 5x1.5 at all. That is, for example, definitely too little for the sauna. And also for the possible wall box(es). So at least 5x2.5 because it also looks like at every extraction point at least one major consumer is planned.
I would use 5x1.5 at most for the garden lighting.
What are the advantages and disadvantages? And how complicated is it with an intermediate distribution board and branch? I am a software person and this is clearly a hardware problem
The effort stays about the same. But with the approach of three separate cables you have to plan for more space in the house distribution board and consider the lengths more critically. Also, you may need an additional installation conduit in the floor slab/basement wall. But you can then switch everything off from the inside if you want.
With a sub-distribution in the garden house or something like that you need the distribution board itself and other small things. Additionally, the supply line definitely no longer has to be done with 5x2.5 but with 5x4 because from here the three cables to the consumers branch off.
In the end, it will most likely be about the same price-wise.