I run 36 psi front and rear since I'm riding solo, as per the HD specs.
Try bumping your pressure to 40psi cold in the rear. That is max for the D402 and should increase durability, all other factors being equal. Going higher may be counterproductive for the reasons you cited. Higher pressures decrease heat, which helps with tire wear, but going too high causes bowing that will increase center wear.
I think it's slightly out of alignment. You can almost look at at it from the rear and see it.
What are you seeing? There are two alignment methods, one for the frame/engine and the other for the rear wheel. I would leave the former to a dealer unless you have a lift, a laser level, and some mechanical expertise--but the wheel alignment is rather easy. Follow the instructions in the manual, and you can make an adjuster rod out of a welding rod or coathanger wire and a small o-ring to fit over the rod for measuring.
FWIW, newer bikes with a cam belt adjuster on the rear axle should never get out of alignment. If you want to improve tire mileage, install a Dunlop Elite 3, which based on my experience and others will provide a meaningful increase in tire mileage (50% so far on my present tire). Note that it is not available in WW or MU85-16. I'm running an MU90-16 here, and an MT90-16 (stock for your bike) is also available. I'm not sure if the MU90 will fit an '01.
Has/does anyone run different brands front / rear? Dunlops currently.
No problem. I have a D402 on front, Elite 3 in rear. When the front wears out I will replace with an Elite 3. Do a search on this forum for "Elite 3" and read the remarks about them. Also, check Goldwing forums, as this is a very popular tire for that bike, and was designed for the GW to address wear issues.