Alldebrid I'm not familiar with; as far as I can tell it's a download agrigator/cache. They collect torrents and other downloads at the slow ish speeds of peer-to-peer torrenting, then allow you to download directly from them at higher speeds as they have the full file available. Not a free service and not all that helpful imo. But to each their own.

The reason for Jackett/Prowlarr is various indexer sites have different APIs accepting search queries and returning results in slightly different ways. Prowlarr/Jackett act as a middleman translating this information into formats each indexer and querying software understands so each of those devs don't have to work on supporting each indexer separately. I'm pretty sure it also caches some requests/responses so you aren't hitting indexers multiple times in a row for the same searches, helping with rate limits. As well as just providing a nice central place to manage indexers that may be used by many different bits of software in your setup.

.nzb is the equivalent of .torrent files but for usenet.