Fellowship Manoeuvre Display is the wheel with the four buttons that you press. Fellowship Manoeuvre Attempt Display shows the order of the buttons that have already been pressed by other Fellows.
Fellow Selection UI: No clue. Assist Window is where the Fellowship leader can select a number of Target Assists... this means that if you get selected, your vitals are shown in this box next to the vitals of your target, so everyone can see who you're targeting. Usually the tank is the Assist, so everyone knows what the tank is targeting and is most likely to be able to hold aggro on.
The Fellowship vitals only appear when you are in a fellowship, and they are all one group. The other three "fellowships" for when you are in a raid also appear when you join a fellowship, it doesn't need to be a raid.
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