If you have Ultegra 11 speed mechanical, keep your cassette.
You'll need the following:
https://www.pushys.com.au/shimano-ulteg ... r-set.html
https://www.pushys.com.au/shimano-deore ... ttery.html
https://www.pushys.com.au/shimano-dura- ... ion-a.html
https://www.pushys.com.au/shimano-ulteg ... lleur.html
https://www.pushys.com.au/shimano-ulteg ... lleur.html
https://www.pushys.com.au/shimano-sm-bc ... cable.html
Also needed:
SM-JC41 internal junction and all the cables. The following has it, but also has stuff you don't want (battery connector and the 3 port junction box):
https://www.pushys.com.au/shimano-dura- ... large.html
Possibly optional (your bike might already have something suitable)
https://www.pushys.com.au/sm-gm01-rubbe ... -4pcs.html
https://www.pushys.com.au/sm-gm01-rubbe ... -4pcs.html
Optional:
https://www.pushys.com.au/shimano-ulteg ... d-tri.html
The last bit you may be able to do without if you don't want shifting from the brake levers (base bar). If you do want shifting from the base bar, then you've got to have these brake levers. There are other alternatives, but they are hack mods.
It's not that hard to do this all yourself, but it's expensive. I may have missed something, so double check just in case.
The internal battery can be located inside the seat post, provided your seat post has a big enough internal space to fit it. On my Cervelo P5 I put the "pencil battery" inside the seatpost, then stuff a whole heap of quite firm foam inside the seat post to hold the battery in place. This trick worked pretty well.
Tuning Di2 is simplicity. The front derailleur is easy to do, the rear derailleur, just don't forget the limit screws. They come in a default position, but you'll inevitably need to change that.
I did the Di2 install on my Cervelo P5 when I was building that, it was pretty easy to do. The only hard bit was getting shifting on the brake levers as I had the Magura RT8 TT hydraulic brakes which do not support gearshifting of any sort, so a hack mod was done to disassemble the SW-R761 rear shifter and stealth that in behind the bar tape on the base bar (and a lot of internal cable hacks to make it work).