Dear Mark. I continue testing; today I could install MathJax; and it seems to work well with MediaWiki 1.21.0rc1 The installing was not so difficult, it is mainly straigitforward. (However, the debris from the previous attempts should be removed.) I think, you can easy include the MathJax into your package.
As for the ShortURL - not yet. Few times I tried, but the brouser does not see the ShortURL. Perhaps, it is not so easy to write the universal algorithm for the installing. I am about to give up trying to install it in a civilized way. I have learned some of PHP and HTML, and I can create a set of directories with corresponding unconditional redirections, one per each MediaWiki article. This is brutal and barbarian solution, but it seems to work independently on the platform; so, you may consider to write something similar for your tarball. Definitely, you can do this much better than I do. (This is my first serious and meaningful PHP script!)
I continue the testing. While, I see no option to download the *.pdf pictures nor to include the images from WikiMedia Commun. I'll search and I hope to find these options in future.