I don´t know if checkboxes need sanitze or validate…
Yes, you should sanitize. Otherwise, malicious users or codes could modify values into your database. Take a look into sanitize_option documentation.
Validation is up to you. If options must be checked for some reason (e.g.: at least 2 options checked), you should validate it and provide feedback to users.
I don´t know how to save the current value and of course load in on default. I found examples with php functions instead of value = “xxx”, but don´t know how to include this
Take a look into add_option documentation to understand how to create new options (and also update them).
To load them by default, first you should get its value with get_option. Then, you should use the native checked() method provided by WordPress.
And yes… i Know… the checked attribute should not be there when the current value need to appear: )
I guess I’ve already answered above