All of the 404 / 405 / 501 “errors” you’ve noted are not a problem, and sao should work fine.
Correct, sao will work perfectly without them.
These files are requested based on the language you have your browser set to. As
there is no real need to translate from English (the default) to English (your browsers settings) there are no en_US.json or en.json files needed, but they are requested just in case you have created them and added your own “translations”. If your browser was set to another language then the translations for that other language would be requested.
See: Bus — Tryton server
If you make any changes to the python files you will need to restart the server (unless you are running it in development mode) and then restart the desktop client (unless you are also running that in development mode) or for the web client reload the browser page. If you make changes to any of the xml files you may also need to first update the database.
But something you should be aware of is that it is not a good idea to change any of the existing python or xml files as they will get overwritten when you update your system. Instead the right way of extending, or altering, the system is to create a new Tryton module and put your code in there. You may find this topic useful for that: Training module for Tryton