You reuse one of the license plate lights from your old bumper.

If you got the mounting bracket for the high mount light you should have also got the light to go with it.

Rrdstarr had the same problem with tight fit issues on his with the mounting holes. I didn't agree with his solution but he put smaller bolts in. I would have run a drill through and then touched up the bumper...you can't see that part anyway.

We've never tried inserting a hitch into his bumper. MAybe should try that next weekend? Only problem I ever noted right away in that department is that some hitch inserts may be too long since the inside end of the receiver tube is blocked. I also see the tube collecting a lot of dirt in there if you offroad a lot. I would work with the inserts though if you need to make a size adjustment. The amount that you would need to remove won't be a problem. Just grind a very tiny bit of each side...maybe not even enough to get through the paint coat, and see if it fits. Also, check inside the tub for any paint runs or drips that might be blocking. Just take some sandpaper to them if there are. WOuldn't be all that unlikely inside the tube where it isn't really easy to paint.

I don't know about the leaning you mention. Could be an adjustment problem but everything should fit solid with no slop. The Xterra is notorious for having some sloppy tolerences so your mounting holes int eh frame could be a little off too. Before trying to make changes though, keep in mind that the back of the Xterra leans forward so it may just be an optical illusion for you that the bumper is leaning backwards.
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ChuckH
"Every morning when I wake up I know it's not going to get any better 'til I go back to sleep again!" Al Bundy