Although not printed in your owners manual, in a TNN or older TSB Volvo DOES recommend replacing t-stats every 70K miles as they typically fail soon afterwords. I see that often.
The water pumps last a very long time and shouldn't be replaced unless they're leaking, sometimes around 140K miles but not as a rule either.
The coolant in "white engines" is said to be "lifetime" because it doesn't contact any irons that corrode in your all aluminum block. It does darken in color and if it were my car, I'd prefer it green too but techically it's not bad just because its become darker.
As for ATF, it's not suppose to ever be changed either by Volvo in writing (unless used for towing or AWD) but anyone who knows better will suggest changing (flushing) it occasionally so that it's got a reddish color (not brown). I've seen 850 trannies last to 150K miles with no fluid changes (then fail) but the trans would probably last longer if its fluid was flushed on a regular basis.