I think a lot of the HUD graphics are in a font (steamapps/<user>/half-life 2/resource/halflife2.ttf I think). Replacing it with a blank font could still leave the grey boxes though.
With the Orange Box will give you more content, but Counter-Strike Source content is probably more widely used. All three is probably the best option.
I think that all Half-Life 2 content is there by default.
I'm not sure about the gates, do you have a picture?
It could be that it's meant to be that way (I think that the HUD may have been updated what with the beta, but I'm not sure). A custom HUD could probably change it to how you want it, but I'm not sure where you'd go looking for a custom HUD.
Yes, it's RAM. I think there's a parameter called heapsize that allows you to set how much RAM is used by the game, though it may have been removed in a recent engine update.