Would love to know when to add/remove the cinnamon stick and the vanilla bean. I'm assuming add when simmering the milk and removing before blending?

Another way - treat the cinnamon stick as Happygoin suggests (cook then remove).
But if you're feeling flush, love the taste of vanilla and/or don't mind black flecks in your custard or ice cream, do either:
1) slit open a whole vanilla bean and scrape all the insides into the squash mixture. (save the emptied bean and put it in brewed coffee or granulated sugar to get extra flavor out of it). Proceed with recipe, only leave the vanilla in the mixture.
2) trim off the ends of the vanilla bean (knobby bits), then cut it in 2 or 3 pieces. Add to mixture. Leave in when you blend the recipe.

I’d consider both the vanilla bean and cinnamon stick to be spices for the purposes of this recipe and add them in step 3. I’d remove them prior to blending them the next day.