Are all rear DI2 shifters / derailleurs / internal gear hubs interchangeable?

Looks like Shimano provides a handy guide: https://bike.shimano.com/en-EU/e-tube/project/compatibillity.html

source

You can use the 785 shifters with Alfine 11 di2 for definite. You should be fine with the other combinations. I was told by the shimano tech rep in 2015 that any di2 shifters work with any rear end shifting. the shifting switches are pretty dumb and just say up or down to the rest of the system.

FYI Shifting is disabled in a derailleur system where the rear derailleur is 11sp and the front is 10sp (though this combination did work prior to a certain firmware upgrade).

XT rear mech is commoniy used with road systems to get a 1x11 on drop bars too.

As noted by Terry in the comments, the sprint switches SW-R610 are an extra part that need to plug into existing road shifters.

The only thing that will not work is SW-R610 - those sprint shifters ONLY plug into the dedicated sprint shifter port on ST-6870 / ST-9070 / ST-R8050 / ST-R9150. The main "rules" are: do not mix 11-speed and 10-speed derailleurs and do not mix road/grx and mtb derailleurs (all derailleurs must be from the same category road/gravel, urban or MTB but shifter controls can be from either). Also, 7970 is not compatible with any current derailleurs as it doesn't have the e-tube bus connector.