1) Multi-threading
4) Load balancing/sharing/parallelization/multi-threading

Curl does not currently support threads with shared variables. However, it does support "subapplets" that run in their own memory space and thread of control and which can communicate with their parent through an asynchronous message passing system. This provides more than adequate load balancing and parallelization capabilities for almost any application.

2) Data caching
3) Data persistence

Curl provides a number of different mechanisms for data caching and persistence. Curl applets that are granted privilege can write to the client's file system freely, but even non-privileged applets may cache and access saved data through a number of different mechanisms. In addition to the ability to access HTTP cookies, Curl supports per-applet persistent data repositories which may hold up to 256kb for unprivileged applets and which may be shared with other applets originating from the same web site. For larger amounts of data there are functions that can grant write access to files and directories with the end-users's permission, or the Curl applet can be installed as an OCC (Occasionally Connected Computing) application with its own dedicated local file storage.

5) Data Privacy, Authentication, Single Sign-on, Authorization, Encryption,Digital Signature

The Curl RTE supports https, code signing, and provides encryption and message digesting APIs.

The rest of your questions are not within my area of expertise, and I will leave others to answer. I am not sure how much of what you want is directly supported in the standard RTE libraries, but some of it might be available from external libraries, and all of it can relatively easily be built on top of what we already have.

I definitely encourage you to download the IDE and take some time to peruse the documentation.