CNCFusion kit is the way to go. On the Z-axis the adjustment screw you're talking about requires a spanner wrench to tighten up...most of us and like Kevin at MCModels have used a locking vise grip with a towel, rag or leather wrapper around the nut.
The timing belts for the CNCFusion kit (Deluxe) are only used to drive the Z-axis, the X and Y are driven directly off the stepper. I would not bother with the Lovejoy couplers, just ask Michael to sell you the helical coouplers.
For cutting tools stay with a US brand, for vices Shars or Phase II, for collets ETM or some other precision collet is best, measuring tools Interapid, Fowler, or one of the Japanese brands. LittleMachineShop.com or use-enco.com
What size of gears are you trying to hob? Get familiar with gear hobs.
Do a goole search for 4th Axis, there a few but pretty expensive. Most of us make out own using anything from the spindle of an X2 to a rotary table mounted to a homemade or precision right angle, add a stepper and correct the backlash and you're in business.
That's it for me, I'm sure somebody else will chime in with additional hints.