You kinda have multiple answers for each of these items.
The simple answer is ... None of these are ESSENTIAL. They are nice to have items.
Cholla is like a shrimp cave + driftwood in one.
Clay/ mineral balls are supposed to add minerals and absorb toxins. It doesn't really work as it is marketed.
Indian Almond leaves are probably something I would buy personally. It acts to lower pH, by adding a small amount of tannins and humic acids to the water, but as it breaks down, it serves as food for the shrimp. So this one is actually ok to buy.
It certainly won't be skimming any proteins in a freshwater shrimp tank. It would certainly help a bit with aeration and filtration. But since it's not built for that job, it's going to be limited.