I'd agree to sand first. Can't see what style cover you have, (fins?) , but getting the metal itself smooth as possible first before priming should be the first step just as in auto bodywork. This includes hand block sanding both before & after primer to insure flatness. Buffing wheels & die grinders can be the best way to NOT have a perfect reflective finish if not done correctly. There is a hell of a lot of expansion & contraction on engine heated aluminum, so the less varying thickness of primer to fill it will give the most stable smooth surface. If compounding areas hard to reach by hand, stay with course compound, don't polish. I wouldn't use past 220 sandpaper either for best adhesion.
2k primer directly on metal would require a self etching primer under it to work on aluminum & hopefully not bubble up somewhere later (don't ask how I know), so it would be stupid not to at least start with epoxy primer if not all epoxy after cleaning with isopropyl alcohol based cleaner. 2k primer over epoxy would be ok, but no reason not to use all epoxy for blocking other than trying to rush drying to sand times.