In no particular order...
You asked about the fuel and axle (differential) skid plate - They are made by Calmini (
www.calmini.com). XterraParts is a middle man, but both companies have good reputations on this board (in general, I know some of you don't like Calmini). They make good equipment, so you can't go wrong with adding more protection. If you want to add skids, also check out Skid Row (
www.skidplates.com). They make front, engine and transfer skids that are outstanding. SR also makes a fuel tank skid plate that is "basically" the same as Calmini. The transfer case on the X actually hangs below the frame, making it very exposed. I'd recommend getting the SR plates before the Calmini stuff.
Can you get the torque back - Nope....
The Nissan performance exhaust says "up to 5 hp"
Adding load leaf springs will allow you to carry more w/o hitting the bump stops, but the X on a whole is still only rated to carry the same weight. You'll just be moving the stress somewhere else.