CB only works with key on, can I direct wire?

That's pretty standard. Been that way for as long as I've seen it from 90s on up. If you wire up to the battery make sure to have an inline fuse.

 

Could get a cigarette lighter plug and use that. Make sure it’s fused.

 

That is usually the standard, my 2000 Peterbilt is the same. If you want it on when the key is off, you need to wire it to the battery, or cigarette lighter.

 

For your standard CB power they have a 5 amp fuse and usually thin enough wire that I would guess 20 AWG or thinner. If all you have is 10 gauge its fine but no need to go overkill.

14 gauge should be fine if you have it.

I might even be misremembering and it has a smaller fuse I'm only going by memory. Legal Max transmission is one Watt.

 

Yes. Running it across to the A pillar, and you can feed the wire down, where you can grab it by taking off the far left dash panel.

 

That's weird, my cigarette lighter is constantly on. I wasn't getting enough volts through the cb wire, which is above the windshield under my radio. I ran a 10 gauge wire to the fuse box, and used a spare fuse outlet. It turns of with the key, but I like it that way. Sounds like you need to go directly to the battery.