First things first, check and see how much more rust is in the structural area in the rear wheel wells. With the amount of rust visible, it's possible your wheel wells are getting ready to fall through. If there's too much rust in that area, you may not want to spend a lot of money on this car--the only way to repair it is to weld in new metal, which usually means you have to have the engine out. That gets expensive fast. The visible rust around the wheel wells will have to be ground off and repair with fiberglass and body putty. Any decent body shop should be able to handle that. The rust on your front air dam looks like something you can sand off and repaint pretty easily. That panel comes off with about a half-dozen screws, it'll be easier to paint if you don't have to worry about getting spray onto the rest of your bodywork.
K&N filters all specify the intake diameter. Just pull off the one on your car, measure where it attaches. That plexiglass panel looks custom, that's probably something you'll have to fabricate yourself. Or find a stock air filter box and go back to using stock filters.
What you call the "panel thingy" is called c-pillar trim, it's usually the first thing that gets snapped up when somebody parts out a car. Aftermarket pieces are available here:
'C' Pillar Trim
One of those buttons appears to be labeled "Alarm" so that would be my guess. They don't look like the other switches in an AW11; I've bought switches like those at Autozone. My guess is at one point there was an aftermarket or homemade alarm installed, it may even still be there. No idea how to make it work.