While re-watching Deep Space Nine and listening to the commentaries, I was struck by the fact that Sisko's "Apotheosis" was one of the goals of the entire show (IIRC, Braga really wanted this). Are there novels or other material showing what happens "after" he leaves to study with the Prophets?
Yes, in fact he returns in time for the birth of his daughter, Rebecca Jae Sisko. He took a leave of absence, but returned to take part in defeating a massive post-Voyager invasion of the Alpha Quadrant by the Borg as Captain of the USS New York. Things went downhill from there.
Read the "Return" section of his entry on Memory Beta for details of the timeline post-DS9.