So I can answer some of these questions because I’m a physics nerd.

First of all, the handgun with an addon shotgun shell is, for the most part, impossible, at least with that design. The shell would create so much force that it’d likely blow out the back of where the shell was sitting, and cause injury to the shooter. Plus, with where the trigger for the shotgun shell is, you’d need some pretty interesting mechanics to get it to fire, and there’s simply not enough room between the trigger and the back of the shotgun barrel (See how the trigger works in second picture). 

The hand grenade looks to be pretty similar (damage wise) to a normal grenade. But it’s also a lighter, as in the lighter needs fuel to burn. As in the fuel contributing to the fiery explosion-ness that doesn’t exist in a normal grenade.

The only thing I can think of as far as a poison being poisonous on command, would be something having to do with nanotechnology. The button on the pen signalling for tiny little nanobots to release a chemical, such as cyanide maybe? Or possibly the robots itself doing the attacking, like ripping at the esophagus and stomach lining, (not likely as King’s death happened pretty quickly).

As for the fast acting neurotoxin in the shoe blade? Possibly a type of botulinum (aka botox). It’s one of the most poisonous substances known to man. It’s median lethal dose (LD50) is 1.3-2.1 ng/kg (really fucking poisonous).

As for their suits? MIT has recently created a razor thin material (just 20 nanometers!) that can stop bullets (Read about it here). You can layer the material and theoretically it be able to withstand pretty heavy artillery. With an organization like Kingsman having tons of resources at their hands, it wouldn't be surprising that they beat them to the punch. They’d probably give Roxy a suit instead of a dress, unless absolutely needed otherwise, as a dress often leaves the arms and legs exposed. One could make bulletproof pantyhose and long armed gloves out of the bulletproof material, though. 

For the umbrellas, I’d say they can withstand anything under a 50 cal bullet. .9, .22, and .45 are all common, but a .50 bullet is more rare.

I hope this answered some of your questions because I most definitely have been put on some sort of watchlist after googling this stuff.

Update: I got 105% on my presentation!!! That’s the highest grade in my class so far!! I also got a letter today saying I’d been accepted into the Residential College of Science and Technology at my college and I was one of the people they picked out of about 100 for one of the two openings!!