The stage you're in is what builders call soft costs, meaning everything you pay before and around construction that isn't materials or labor on the building itself. Design, engineering, surveying, plan review, permit fees, and impact or capacity fees all live there, and $20,000 to $30,000 of soft cost on a detached unit is within the normal band in a permissive, higher-cost market. In a small town with a simple ordinance it can be a third of that.
Taking your items one at a time. A feasibility study should tell you what your lot legally allows, meaning setbacks, maximum size, height, parking, and whether your specific lot has a problem like an easement or a septic limit. Ask for the deliverable in writing before you pay, because juniper is right that the word covers wildly different products.
The plan set is the part you mostly can't skip, unless your city offers pre-approved standard plans. A growing number do, and they're free or cheap because the city already reviewed the drawings. Ask your building department whether they have a pre-approved plan program.
Impact and capacity fees are charges a city levies on new construction to pay for sewer, water, roads and schools. Several states have limited or waived them for accessory units under a size threshold, often set somewhere around 750 square feet, and the threshold and the waiver both come from state law and local ordinance, so the only reliable answer comes from your own city. Most planning departments will do a free pre-application meeting where you can ask exactly which fees apply to a unit of your proposed size. Go to that before you commission the full plan set, because a 20 square foot design change can sit on either side of a fee threshold.