Here's a photo of the exact bits that come with one slickwire set. Both ends of the outer cable come with two (2)'s preattached (so there are 4 of (2) total in the set).
(1) frame protector (for outer)
(2) ferrules - I used these bits to run into my brake levers and at cable stops (front and rear cable hanger)
(3) pop ferrules - to be honest I had no idea what these were for so didn't use them
(4) frame protector (for inner) - I think this is for when cables run along the top tube or downtube
(5) normal ferrules
(6) cable end crimpy things
Not sure if this helps with your termination question, but the 'pop ferrules', (3) work perfectly with some shimano r400 road levers of mine. The place on these levers where the outer cable terminates, is too narrow for regular ferrules, (like (2) or (5)) to fit inside properly. The pop ferrules on the other hand, slot in securely.
My kits did not come with any more flexible pieces on the ends like shown on the planetx website. I ordered MTB slickwire sets. I think the ROAD slickwire kits may come with that flexible bit. The outers in my kit are really quite flexible though. I would happily use slickwire MTB outer for a road setup.
Just for comparison, 'selcof superstrong' outer cable (which I also tried) is RIDICULOUSLY stiff stuff. I reckon it's basically a jagwire copy as it looks identical
. This stuff may need those more flexible parts you mention. For stiff road cabling I have always just used two or three loops of electrical tape to hold the outer cable in the right place on the bars, then laid my grip tape over the top of that.