The underslung load is a fire fighting module: foam, IIRC.
The XM330 was an RAE machine, so would have been equipped with all sorts of esoteric stuff that wouldn't have reached front line, so the orange objects around the head could be anything! They somehow remind me of the Whoodat system on the RAN Wessex HAS31, anyone remember that?
The covers over the wheels remind me of some I saw that basically provided something to stand on, eg hover stuff where the wheel (if not locked) would turn and not be too user friendly.
The intake was the standard HAS1 intake for the Napier Gazelle turbine. The HAS3 had a couple of iterations, the main difference being to accommodate the two pressure capsules for engine starts. The HU5 (and RAF Mk2) had yet another nose, to accommodate the intake and filter for the twin Gnomes.
And someone else will know another reason and correct any mistakes, I'm sure!