... when the body is extruded and solid, do the cut then add the pockets and fillets?

Yes. Generally I start a model by making the largest, broadest alterations first, then work toward the smaller details. Much the same sequence you probably follow if making the body from wood by hand.

I also perform a copy/paste of my models within the same file at intermediate stages, so if something goes wrong I can easily go back and grab an earlier version.

Creating pockets should keep your guitar body a solid. If doing so breaks it into joined surfaces, you may want to analyze each step and see exactly what operation is breaking the solid.

Ed Ferguson