cold air when the turbo is spinning very slowly will give some benefit - but the turbo itself is heating the air up when pressurizing it.
if/when you get to maximum pressure, regardless of whether its from no air cleaner, fancy induction, or high revs, there is a pressure relief valve, which limits the maximum pressure, and therefor the power output.
ECM mods can give you more power IF they alter something, like maximum rpm. otherwise they may change where you make power, but they aren't going to give more unless giving up emissions or reliability.
whether anything is worth it is subjective - if you like to hear the air getting sucked in that might be worth something to you. I would expect low rpm responsivess would be where you get the maximum benefit from a better air cleaner, but if it is drawing hot air from the engine compartment it probably won't amount to much.
as far as I know, no one has posted video of a proper dyno power run with a stelvio or giulia 4, so be wary of claims.
Eurocompulsion has spent a lot of time trying - and they are honest about the results, and why they might recomend certain products; I haven't followed others enough to have an opinion, or what they are claiming.