*chuckles*
Yep, you sure got a list going there. All you really need to open a shard is a UO client and RunUO. Then, UO Gateway (or UO-Rice) will enable your client to bypass it's builtin encryption and connect to your shard.
The others are to help you manage your shard, Pandora's Box being by far the most useful. Most of the rest of your list I am aware of but have never or rarely used.
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