Hey there,
As you read around here, you'll be come more familiar. To help you get started though...
Blade Plug: What you put in the Bladeholder to keep you or your friends from blinding themselves from the bright LED when the blade is not in the saber.
Covertec Wheel. The round button that you put on your saber so it fits into the covertec clip.
Empy Hilts: Ones that don't have electronics in them. Or ones that have no soul
.
Full Shroud: Not sure where you read that. Usually a shroud is a fancy word for what we used to call a "Sleeve". Basically any metalwork cut and fitted over the base hilt.
Coupler: You right. They are usually threaded on both ends.
Mystery Saber: No idea. I do know that some makers use creative names so as not to peeve the big mouse.
Burrito: Fun Fact. According to FX Search, this is the only place where this word is used. Quite the travesty considering how delicious these are. I would go to the person who used that term, as he/she is certainly in the minority.