I would have been surprised if all your questions were answered, but I will try to clear up the remaining ones. :) This all every dense business.
The Bazaar is a delivery messenger (or courier) for the Judgements, so it serves the Sun, but not exclusively. The Sun doesn’t want to kill the Bazaar, the Dragons do (along with the Sun and their Daughter), for the crimes you saw listed in the play. The Dragons are "enforcement-emanations of Law", sort of cosmic police-beings, if you will, and they are hunting for the Bazaar and its Daughter, who are hiding out in the Neath, which is shielded from the Dragons by the whim-wham of Irrigo (at least; there may be other reasons why the Neath is so weird, but that’s surely one of them). Truth (with a capital T) is a little fuzzier to me. The lore wiki has the quote "Time is (as Aulus Gellius knew) the father of Truth, but is also of course in turn the child of Law," but I’m not sure where that came from. But one of the Dragons has Time gored on its horn, so maybe it’s saying that time has run out and law will now be applied? The Wound in the World seems to be the place the trial is being held, but I don’t know if we can say more about it from context (I mean, what is "The World" when you’re speaking on a universal scale?) Presumably, the Blood comes from the Wound. Maybe the Dragons had to tear open a rift in Space and Time to be able to hold this trial at all?
I’d love to hear if anyone else has opinions on this stuff. And if you’ve further questions I didn’t get to, Quidam, please post again!