How could I add my other monitoring checks like OS, SQL and third party software to ec2 instance?

You can use an existing collector as long as it can reach the AWS resources (servers) over the network. Would be best if the collector server itself is in AWS.

I don't suggest adding ec2 instances into LM as normal devices as that can lead to duplicates. You would assign the local collector in the LMCloud setup as detailed in the link. That will add the other DataSources (cpu, memory, disks, etc to the existing ec2 device in LM. So it looks something like this: