A Shortcut action to toggle Bluetooth on/off is directly available in Shortcuts.
But, as with most system settings, there is often no direct toggle/action. To quickly jump to the Auto-Lock settings you could paste this URL prefs:root=DISPLAY&path=AUTOLOCK in the “URL” action and pass it to the “Open in Safari” action. You will jump directly to the regarding settings subpage.
For the stopwatch I found out that you could use the URL clock-stopwatch://to at least jump directly to the stopwatch tab of the clock app.
I forgot to mention that if you cue those actions, which will redirect you to other apps (incl. settings), get back to the Shortcuts app with the back link in the top left corner of the screen, where normally (iPhone X and above) the time is shown. The active Shortcut will then continue with the next step.