Word completion on all open files
There is an option in Global Options > Text Area to search in all open buffers. See http://jedit.org/users-guide/words.html Sorting suggestions should be reopened as a separate ticket
XML split tag
Indeed. Thanks Skeeve, Roman for looking into this!
Create a new file from selection
I don't think it should be in core. Closing now. It was pending waiting for a response from Victor.
HelpServer: should show index.html for URLs ending in /
Fixed in d3e7e03. Thanks for reporting