Understanding Nano Ledger S concept + Full Node
Here is my understanding - please let me know if any-step is incorrect.

All correct.


Since my computer is not a node, how does my client software &quot;send the message to the network&quot;. I presume I need to be connected to wifi. Then what?


Ledger Live, I believe, just connects to Ledger's service, and it uses Ledger's node. If you care about privacy and/or don't completely trust Ledger, you should not use it.


If ledger live is not a full node wallet, what is it querying to produce the information like my &quot;account values&quot;.


Ledger's server.


I have read that full node wallets are better because they don't require me to trust a third party. Can I link bitcoin core wallet to my ledger device?


Kind of, there has been work towards integrating hardware wallet support with Bitcoin Core, but it's not particularly user friendly yet (it's possible with 0.21 and the HWI project, but you'll need to use the command line to pass stuff around. This will improve in future releases.


Is the idea here that when I view valuable information on my interface (like number of confirmations on a transaction, or value of my UTXO's), it is querying the full blockchain stored on my node instead of gathering information from someone else?


If you have that information yourself, sure - no need to trust anymore else.


Is ledger wallet or bitcoin core wallet coin selection algorithms known to public?


Both are open source software, so you could just look at what they're doing.