Generally, on Gnu-Linux, Mesa is the Open Source implementation of OpenGL and Vulkan.
Yes. I would not word this as 'detected and installed' - It is a part of the Linux Kernel. This covers a broad range of needs.
The Media-Driver packages are open source. These packages compliment Mesa in that they provide video decoding/encoding (VA-API) Video Acceleration support. They work alongside Mesa.
These are newer packages for newer hardware. Media-driver replaces the former vaapi Intel driver, but not Mesa.
Correct, Media-driver depends on i915, but it is not a subsection of i915. i915 is Intels main Kernel Driver.
iHD is a user space driver that provides encoding or decoding support for video acceleration on the hardware.
It is correct and you did a really good job of disseminating confusing information in order to reach a conclusion. I see you have experienced the internet. 
Both are correct. XE is experimental, intended to replace i915 and it is open source.
The newer Intel Arc graphics rely on XE, not i915, which is why many Zorin OS or GnuLinux users initially had trouble with Intel Arc. I believe (I could be wrong) that the 6.2 kernel included XE, which resolved a llot of those issues with Zorin OS surpassed that kernel as included.