11:The extra letter goes in the fourth word, to give a word abbreviated by L. It's the even letters of Loewe + L all after H(earing)
34 4 letter word for row around T - the T being an abbreviation of the word formed by adding the extra letter to the third word of the clue
29 The extra letter is added to the first word of the clue to give the definition. It's a famous feature of Egypt minus its first three letters.
All of these clues contribute to the message, therefore don't have letters added to the entry.
As for the thematic items, your best bet is probably to work it out from the answer to 37 and the entry. If I recall there's only one possibility (it's two words).
Hope this helps