Hi there and welcome.
With inspection you`r talking about the "TÜV"-Inspection, right?
I can make a WAG, but the best way to clarify this is that you just show up there and ask what documents they would like to have for these modifications.
If you are here with the Armed Forces, there are different regulations as far as I know.
Normally its like this:
-If its only a K&N filter and no CAI/cold air intake-system,you will not need any aproving doc`s for that.
-For the exhaust system you will definitly need a certified authorisation by the manufactor, that shows it was made especially for this type of vehicle and it meets the required european&german noise standards/regulations.
-For the KW suspension you will need something similar, but I guess that it takes only a phone call to KW and if you need assistance, just let me know(e-mail me and send your number to get the details/VIN straight).