Also realize that vehicle insurance rates are based on zip code, so you may want to contact the company that covers both your RV and any other vehicle and understand coverage based on the zip code that will become your mailing address when you pick a forwarding company.
But to answer your other questions - I use a service out of South Dakota and things getting "lost in transit" is not really an issue. They do not forward items one by one typically, but save it up and send to you in a package based on the timing and location you specify.
In 8 years of full-timing, I think I have only had to have it send to the local PO "general delivery" once.
The forwarding companies offer different levels of service. Some will open and scan your mail so you can see it online. I don't care for that, but chose the option to NOT get junk mail - like circulars and bulk mail. I just get things actually addressed to me. Personally, I can go 3-4 weeks before getting my mail forwarded. Most things are done online and snail mail is almost of no use to me.