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.