This study examines how current collector support chemistry (sodiophilic intermetallic Na2Te vs. sodiophobic baseline Cu) and electrodeposition rate affect microstructure of sodium metal and its solid electrolyte interphase (SEI). Capacity and current (6 mAh cm-2, 0.5-3 mA cm-2) representative of commercially relevant mass loading in anode-free sodium metal battery (AF-SMBs) are analyzed. Synchrotron X-ray nanotomography and grazing-incidence wide-angle X-ray scattering (GIWAXS) are combined with cryogenic ion beam (cryo-FIB) microscopy. Highlighted are major differences in film morphology, internal porosity, and crystallographic preferred orientation e.g. (110) vs. (100) and (211) with support and deposition rate. Within the SEI, sodium fluoride (NaF) is more prevalent with Te-Cu versus sodium hydride (NaH) and sodium hydroxide (NaOH) with baseline Cu. Due to competitive grain growth the preferred orientation of sodium crystallites depends on film thickness. Mesoscale modeling delineates the role of SEI (ionic conductivity, morphology) on electrodeposit growth and onset of electrochemical instability.