I should say that you have 3 related questions, namely 1) To what extent can we trust the approximations based on HP and Jw transformations, 2) The nature of the low excitation spectrum and 3) The relation with Goldstone modes.
We shall look first at the Holstein-Primakoff method. The spin ladder operators for at a site $j$ are given by
$S^-_j = \sqrt{2S}b_j^\dagger\sqrt{1-\frac{n_j}{2S}}$
and its adjoint, where $S$ is the spin of you're model, in this case we have $S=1/2$. You're making the approximation $S_j^-=\sqrt{2S}b_j^\dagger$, or in other words expanding the square root and discarding non-linear terms, which should be good as long as $\langle n_j \rangle << S=1/2$. Spin one-half is not really the best case to use HP because is the one with greatest error in the linear approximation. Nevertheless let's continue. To study the low energy spectrum we introduce excitation (called magnons) with thermal distribution according to BE statistics $\langle n_k\rangle =(e^{\beta\omega_k}-1)^{-1}$ and see the correction to the magnetization $\Delta S(T)=S-\langle S_j\rangle$ at each site. By translational invariance we have $\langle n_j\rangle =\frac{1}{N}\sum_j \langle n_j\rangle$. Passing to momentum representation as usual we get
$\Delta S(T)=\int \frac{dk}{2\pi}\frac{1}{e^{\beta\omega_k}-1}$
Is easy to see that the integral diverges at low momenta as $\Delta S \propto \int_\epsilon \frac{dk}{k^2}\propto\frac{1}{k}$. This is just an instance of Mermin-Wagner theorem that says that in 1 and 2 dimensions there is no spontaneous symmetry breaking because the corresponding massless Goldstone bosons have infrared divergencies. You can check tha in 3D the correction goes as $\Delta S\propto T^{3/2}$. I see you're interested in the zero temperature limit. For fermion theories the Luttinger-Ward theorem gives the conditions for which the finite temperature results hold in the zero temperature limit. For bosons is somewhat harder because you have to deal with bose condensation. For the simple case of the Heisenberg model in 1D the classic result from Coleman can be extended without much trouble, as he himself notes, namely a proibition of spontaneous symmetry breaking in 1D an consequently absence of Goldstone modes.
So this answers question 3) regarding the Goldstone modes (they do not exist) and shows that although Holstein-Primakoff seens reasonable it gives results which are difficult to interpret as soon as one talks about excitations.
What about the JW transformation? It works greatly in 1D. In fact I think it is instructive to work all the terms. There is a convention of signals in the transforms, but I get for the full Hamiltonian (in lattice space, and disregarding terms that depend only on $n_j$ and ignoring boundary because I'm concerned with the $N\rightarrow \infty$ limit.)
$H_f=\sum_j -J\frac{1}{2}(f_j^\dagger f_{j+1}+f_{j+1}^\dagger f_j) -Jn_{j+1}n_j$
with $J>0$. In momentum space the first term is the kinectic one you wrote. The second one is easy to see corresponds to an attractive interaction. Therefore as soon as you put excitations you need to worry about the fermions forming bound states.
In fact, the one-dimension Heisenberg model is exactly solvable by Bethe Ansatz, and one can show that the low energy spectrum is made of gapped bosons, which from the JW point of view are bound states. If you want to understand the finite $N$ model the Bethe Ansatz is even better, since you can construct the exact energies and corresponding eigenstates.
In resume, HP is not really trustworthy in this case, it is better to look at JW, but in low dimensions basically every interaction is strong no matter how weak the coupling, so it pays to look beyond the first terms in perturbation theory. And there is no Goldstone mode, boson or fermion, because of the infrared divergence.
Nevertheless it is well known that in one dimensional systems we do not have spin-statistics theorem, viz. because there is no consistent definition of spin. Therefore there is a mapping from bosons to fermions. This article discuss the equivalence between fermions and bosons. In case you want further discussions I would recommend the great book by Giamarchi "Quantum Physics in one dimension". You''ll find a lot about Luttinger liquids, bosonization and there is a short introduction to Bethe Ansatz, complete with low energy excitations.
For even further discussions of Heisenberg model in 1D I really like "The theory of magnetism made simple", by Daniel Mattis. Not really made that simple though.
For a relation between the bosons and fermions in the context of Heinsenberg model, check this paper from Luscher where he discusses the antiferromagnet as a lattice regularization of the Thirring Model which Coleman had shown being equivalent to the Sine-Gordon model. It may be possible that the ferromagnet case you're interested also possess a similar relation.