The current AVG MPG display on the new F150s is a lot more accurate than the previous lie-o-meters, but it's still a running average. If you really want to know your MPG, calculate it at every fill-up.
Tow/haul does not lock out 6th gear. It changes the shift points (RPMs) and timing delays (upshift and downshift).
As described in your owner's manual (or at least in mine), the TCM does learn your driving habits.
A custom tune would not allow you to take a snapshot of the TCM and PCM learned parameters as many of these are always adjusting to compensate for instrument drift, wear, environmental conditions, etc.
If you've got some spare time, try reading through this:
http://www.motorcraftservice.com/vdi.../OBDSM1105.pdf