They are not included and you need to install them as I mentioned in my response. But you do not need to purchase those plugins. Those are all free as you already purchased the Pro theme and we have a contract with those plugins developers and you can install them after you validate the Pro theme at no additional cost.
I did not understand the second part of the question. it is not possible to convert from Pro to X. It is possible to convert from X to Pro as I mentioned in my last reply.
The X theme also has the same extensions which you can install with the same method as the Pro. So the matter of extensions is a separate thing and not related to the Pro or X. If you have Pro or you have X you can install the extensions after the validation of the theme as mentioned before.