You have dodgy landlord who thinks he's above the law and can just work around the protection in place to protect tenant.
First, do you have a tenancy. If you in reality have exclusive possession of a premise (here you room) for rent for a period of time, then you have a tenancy. Since you have not suggested that the landlord is trying to argue you have a licence and not a tenancy, I'll leave this point and proceed on the basis that you have a tenancy.
If you have a tenancy, and you (or a joint tenant) live there as your only or principal home, you do not fall under any of the exception listed under Schedule 1 of the Housing Act 1988, then the tenancy
must be assured. Since you have mentioned and ruled out the most likely reasons (low rent, high rateable values, resident landlords), I'm going to assume none of it applies.
A notice served before the tenancy is agreed, served by the landlord to the tenant, stating that the tenancy is not shorthold exclude the tenancy from being shorthold. A statement purporting to exclude a tenancy from being assured has no effect.
Ergo, you legally have an assured tenancy that is not shorthold. Definitely not what the landlord intended, but tough luck to him.
My deposit as such isn't protected.
As the tenancy is not shorthold, protection isn't required by law.
We all rent a room and have a shared kitchen/living room
Secondly, the landlord has refused to accept me asking him/his daughter to not come in when we are not in the property
As you have an HMO with a shared common area, excepting any contractual provision possibly stating otherwise, the landlord is legally entitled to enter the property and be in the shared area without notice. They can't just wonder into your room though. I understand your worries, especially with COVID-19, and wouldn't want a landlord wondering in myself, but don't think you can prevent it.
It's not clear to me whether your boiler was fixed, and who by? That should had been the responsibility of the landlord.
He then told me that he'd have to end the tenancy if i didn't "get off my high horse".
Given you have a non-shorthold assured tenancy, that's going to be a bit of a problem for your landlord, even without COVID-19. He basically won't be able to evict you unless you stop paying your rent.
He also charges what myself and fellow renters think is way over for bills. Is it ok to ask to see a copy of the bills?
You haven't provided enough information on the exact arrangement so it's difficult to comment.
In your position, I would check whether you are in an area where your landlord is required to obtain a licence under an HMO additional licensing scheme or a selective licensing scheme.
Have you been given a copy of gas safety certificate for the property (assuming it has gas appliances)?
Have you been given a copy of electrical safety report (Electrical Installation Condition Report) for the property?