OMG, don't ride your ebike without installing that #4 clip or it'll end in disaster!! Just kidding, I really don't remember now (it's been 6 months since I put mine together) but I have a vague feeling that it was only needed for some rare circumstance or other. #5 doesn't ring a bell at all to me... looks like maybe a new optional arm rest?
This is not a factory tip, but another LMT'D owner told me he had electrical problems because the wiring can get damaged by rubbing where it enters the top of the down tube. I used a couple plastic pieces (like the clear ones in your photo) as "rub rails" where the wires enter the frame. 1000+ miles later they are still there, held in place by the wiring, and no cuts have developed.
I'm pretty sure I figured out parts #2 and #3. Turns out they came with the fenders. When assembling my LMT'd step-through frame's fenders, the clamps that hold the fender to the front forks is snug enough. But on my LMT'd with step-over frame, they're loose. I cut one of these down to about 3/4" length and used to make a tight grip so the clamps don't travel up and down the forks. While I'm talking about fenders, I want to mention that the rear fender fits the LMT'd step-through but not the step-over frame. I had to use a drill bit to expand one of the screw holes to get it to fit. Pretty frustrating.
I looked beneath the seat but didn't see anywhere that it would fit. Here's a picture of the part flipped over... it looks like it fits over a hex nut. My first guess was the front wheel lock, but it doesn't seem to go there either.