I've finally got the last few missing pieces of my collection (minus the audio novels): the super duper box, Continuity File EX, the EX3 bookmark and the Secret Affair and Pr1 novels. I also have a sizeable hole in my wallet and some stuff to sell on Ebay but that's another story..
Secret Affair is, like EX-Parter, a series of short stories about different parterships, again with door illustrations by Megumi Kadonosono.
Narcotic/Drug is Armbrust and Pfeilspitze
Fake/Fate is Lightning and Twinkle
Thought/Harmonize is Chevalier and Renault (If I remember his name correctly)
Closed/Connection is Liquiy and Bonita
Inclined/Balance is Eclair, Lumiere and Eclipse.
Some of the material in the EX Continuity File seems to relate to early concepts, with original design sketches of the characters. Also, if I understand correctly, Kiddy Grade was originally planned as three OVAs, which means the series has basically now come full circle with the forthcoming three movies.
Things of interest are "10 years later" omake drawing by Meg, Kim and Gotoh, and dates for all the scenes pictured on thereverse covers.