I say this not as an FFVII bandwagon fanboy, but as someone who has considered all possible games Garlemald's technology alludes to:

While the technology alludes to Magitek in name and in style (see: Magitek Armor), it is more closely related to Mako. As mentioned above and on the wiki, Ceruleum is refined Aether, exactly like how Mako is condensed life energy. The primary difference is that Aether exists in all things, and isn't specific to life forms. It's also hard to know how vast their cities are, because it's hard to know how much of their Ceruleum supply comes from the Ceruleum Field in Thanalan (which strongly resemble Mako reactors).

It's very possible that Garlemald can create Magitek prosthesis like Barret's gun-arm, but mostly a matter of whether or not they have. They're able to at least make simple robot legs, so prosthesis in its more basic form is not at all out of the question. I'd imagine this is reserved for their more important personnel, if not restricted to the Imperial family and military leaders.

As for Vanguards having AI, I'd prefer to say this is the case, but my theory depends heavily on how Mammets get their AI. Mammets are able to speak, of all things, but they might be a case of advanced Thaumaturgy, so it's hard to know if Garlemald could do the same. By the way, Enkidoh, "autonomy" equates to "independence" last I checked, meaning a remote pilot is unnecessary (though it wouldn't hurt if you could override the AI at any given time).

I agree that I think they should include a Gunblade class at some point. A friend of mine really wants this, and I can't say I wouldn't level it. Perhaps RDM can be derived from it. We Eorzeans already have started to borrow Garlean technology, especially in that we now have Cid on our side. As dangerous as it might be (see: Leatherworker Cutscenes from 1.0) handled with care it can make a powerful weapon.