In the case of any lathe with a threaded nose, the additional chuck you buy does not generally include a backplate. In some cases, there are no ready-made backplates available. So you have to turn your own, including the thread. And even if you can buy a pre-threaded one, you need to face the mounting surface and cut the register to size.
Lots of people have produced Morse tapered items for their lathes, including tap and die holders.
Pulleys are easy, and by locking the chuck's rotation, you can cut internal keyways with the carriage (I've done it).
If you add the correct mount to the cross slide, you can do milling on a lathe, and that opens up an entire new universe. I seem to recall reading that the lathe was a tool that could clone itself. Not sure how you'd go about making V ways, but you could definitely make round ones.
And then there's something I've had to do for my 9x20 lathe - not a fabrication, but definitely a lathe job. I'd purchased an AXA size QCTP and discovered it was difficult to tighten down enough to keep it from rotating under load. The top of the compound was just very slightly convex, with the high spot at the center stud. So I temporarily replaced the 4-way tool post, chucked the QCTP base in the 4-jaw, and relieved about a 1 1/4" diameter circle around the middle. Didn't need to go very deep - something like .020 or .030. Once that was done, the QCTP was held tightly by friction around its periphery.
I'm sure there will be a goodly number of very interesting responses to your post. And welcome to the forum!