Is this road/city frankenbike concept a feasible idea?
I think your idea is sound, a lighter alloy frame, with decent tyre clearances to allow the comfier larger tyres.


Hub dynamos go in the front of any standard wheel.  There's nothing particularly special, as long as the axle mounts suit the frame's fork.  That's probably nuts and bolts, rather than a QR or other quick removable fastening.  Also wires - you'll probably end up with externally routed power cables because internally routed ones would be hard to retrofit.
Lock - I am unfamiliar with the lock, but based on this image its just a chain in a tube that is fastened to the bike permanently, but offers no protection to the wheels.  Its an abus lock, just buy one of similar size and carry it in your basket.





Brakes - you'll need two independent brakes, one on each wheel.  Whether you go disk or caliper or canti or V brake will depend totally on what mounting bosses are on your frame.  That will dictate whether your wheels need a brake track or a rotor mount.  A CX frame will probably be cantilevers unless its from the last couple years.
Tyres - thickslicks are susceptible to punctures.  I have a lightly set laying around and haven't found someone I hate yet to off-load them to.  Based on the lock pic, the default tyres are fairly large.  You want to keep that sizing or similar.
Chainguards - ugly things.  Consider a belt drive instead, which will be a fair match for your IGH.
Mudguards/fenders - they're all a bit large, because they have to sit close to the tyre and cover at least as wide as the tyre.  Mudguards also should go quite low behind both wheel, so you're stuck with at least 1/4 to 1/3 of the circumference on the front, and a bit over 1/2 a circumference on the back.  




Alternative idea #1   Since you like basically everything about the vanmoof, consider checking their current lineup for a model more to your current requirements.    Their website doesn't list weights, but some resellers might.

Alternative idea #2   Strip the usable bits off your current bike and fit them to a replacement frame that suits you.    Its an option, but I'd suggest your existing bike has a value and can be sold on to fund the new one.