Adam,
The Setrab setup is a good setup for cooling, and I have run it for years. There are several other coolers that work very well also. Fluidyne has a new style cooler that is larger, but is a single pass, versus the 3-pass of the Setrab. Both work well, but I don't have numbers to compare.
As for filter, I prefer the external as it makes changing the filter easier, as well as adding about 1 quart of oil to the total volume
The gear indicator can be found through any USLC dealer. They retail for $250, and they work very well.
The 1250 comes with the standard clutch, but the Barnett is a very good aftermarket option, and many guys here in the states run them. (Asphalt anyway, not sure about Dirt)
Good luck, and enjoy your new car!!!