But it is in the Quraan that Allah SWT chooses whom He guides and whom He allows to go astray. Why was shaytan one of these figures that Allah SWT did not guide? Was it all part of the plan?

Only Allah knows what He plans or wills. When the Quran says that He guides who He wills it is a result of our effort to believe, those who willfully disbelieve are allowed to go astray. Shaytan was guided, he chose to go astray