Cannot scan across multiple trunked systems/sites at the same time. For a system with multiple sites, and talkroups that aren't all active on all sites, your best bet is to program a softkey to be a "Site Lock" button and another softkey to be a "Site Select" button. When you turn the radio on, activate Site Lock (otherwise the radio will pick a site with the strongest signal even though it may or may not regularly carry the talkgroups you're interested in) and then use Site Select to pick a site that carries the traffic you want to hear.
If you want to simultaneously scan two agencies on different systems (or even different sites of the same system), you need two radios. I do this when visiting Tucson, Arizona - One KNG radio monitors mostly law enforcement agencies on Simulcast A and one KNG radio monitors mostly fire agencies on Simulcast B, since there's minimal overlap between them.
Dual Mode Scan will allow scanning talkgroups (on one system/site) and conventional channels at the same time.
They don't come with anything. A la carte. I don't think you would need OTAR (Mike Todd at Relm would know for sure). But you need to add a programming cable, a battery, and an antenna to your list above.
Dan