I think a topic discussing some of these things would be interesting.
I've done a little experimentation and I got the no vehicles glitch to work by going into a race, canceling it then immediately selecting a mission. I noticed it does not work at all in certain types of missions, as in those that require you to interact some way with a vehicle (follow, hit and collect, destroy etc).
Next up, void fun. I haven't yet consistently managed to get into the void from that spot in Level 7, I think practise is needed. However the guy who made the video forgot about that you can press a button to respawn your car (Back on Xbox, not sure about other platforms). I reproduced getting to Kang and Kodos' spaceship through the void, but hitting the Back button after hitting the invisible wall respawned my car on the other side of the wall, and driving into the spaceship destroyed my car as usual! I still think horn-to-jump is the easiest way to get into the void though.
EDIT: I just successfully completed L7M3 going exclusively through the void, using horn to jump to get in. I had ~45 seconds left on the clock on completion (as a reminder, in L7M3 you have 1:40 to travel the entire length of the map (power plant to school playground).