Thanks for sharing this with us, vlastimil!
Save for the Explorer object, which is a very interesting find I must say, I already figured out these things back when I wrote JottiQ for NANY 2011. My solution is basically the 'spawn myself as an elevated process', where commandline switches describe the actions to be taken. As JottiQ never saves stuff, it is only for certain changes in the registry, so I escaped most of the hell you had to go through.