Glottal Stops
Glottal stops are a phoneme like any other consonant. They feature as an integral part of words in some languages, but for English and Japanese at least, they're only a stylistic variation of pronunciation. You would use them whenever you need a quick break between two vowels, instead of connecting them smoothly. In English, one example phrase is "uh-oh". The break between the two syllables is a glottal stop.
You can add them to a voicebank in CVVC or VCV form. Theoretically, you could also do them in CV by reconfiguring the OTO for vowels. You would treat the start of the vowel as if it were a consonant instead of setting a long crossfade so that the vowels can blend together. This assumes that you pronounced the vowel with a more sudden/immediate beginning, and it won't work if you pronounce it by gradually fading in.
Short CVVC
a'a
i'i
u'u
e'e
o'o
n'n
For each of these samples, you'd oto the VC from the end of the first syllable, and the CV from the beginning of the second syllable.
Long CVVC
a'i'u'e'o'n'a
This would be broken down into [a']['i][i']['u][u']['e][e']['o][o']['n][n']['a].
VCV
You can simply use the vowel-only strings from an existing reclist, but instead of connecting each vowel smoothly, you'd have a short break between each of them.
I'm not sure what the standard aliasing is for glottal stops, but I personally use [a'][i'][u'][e'][o'][n'] for VC and ['あ]['い]['う]['え]['お]['ん] for CV.
Breaths
In general, there are a couple styles of breaths. One is inhales, which you would use right before the beginning of a line of lyrics. The other is exhales, which are often attached to the previous note at the very end of a line.
To record inhales, I would recommend actually singing a song in the same tone of voice as the voicebank. Then, go through the whole recording, and cut out individual breaths. That way, you'll get a natural breathing sound that will fit with singing vocals, rather than an isolated exaggerated breathing sound.
When using inhales, do not put them in the UST itself unless you specifically want resampler distortion. Due to the way Windows UTAU works, it's also very difficult to adjust the timing of breaths in a UST. You should add them during the mixing stage of your cover or original. To determine when and where to use breaths, try singing the song to yourself and noticing when you need to breathe.
Exhales, when attached to vowels, are called end breaths. The easiest way to record them is to record vowel strings like usual, but exhale at the end. Then, when OTOing, you just duplicate the line from the last vowel in the string, change the alias, and adjust the parameters. They're OTO'd like VC samples. For aliases, there's a million different ways that people do them, but I personally prefer [a hh][i hh][u hh][e hh][o hh][n hh]. When using end breaths, they would go after the last note in a line of lyrics.
Extracting reclists
If you'd like to extract the reclist from an existing voicebank using OREMO, open up that voicebank as the destination folder, then use this option.
Then you can Save Voice List to save the generated reclist as a new text file, and change the destination folder to use that list for your own voicebank.
Multipitch OTOs
Add a suffix to the alias of each pitch. Let's say for example you just have L for low, M for middle, and H for high. If you have a [e か] in your low pitch, you would change the alias to [e かL] instead. However, if you've already finished a really long OTO, it would be very tedious to individually add these suffixes. You can use Setparam instead to automatically add suffixes. Right click in the spreadsheet window and choose Change Aliases. The renaming rule would be "%aL" if you want to add the L suffix to everything.
Once everything is suffixed, you can set up the prefix map. In UTAU, go to Tools > Edit prefix map. You can select multiple notes on the left, then type in the appropriate suffix for those notes and click Set. Once you've set all of the pitches, click OK.