The filter on the AW4 is just a screen, so I wouldn't worry about changing the filter. As far as the fluid you don't need to go to a shop, in fact a shop would probably screw up and put the wrong fluid in it.
Personally, I wouldn't use any additives in the fluid, especially Lucas additives. Just do a couple drain and fills of the trans fluid with Dex/Merc III compatible fluid ONLY. I use Autozone Dex/Merc in mine and a few other Cherokees I service without issue. It is branded as Autozone but is really just Coastal fluid sold to Autozone.
Each time you drain the trans fluid you will take out between 2.5 and 3 quarts of fluid. What I usually do is use a measuring container and put back the same amount of fluid that came out. Drive around the block and repeat the process. If you do this 3 times you will have changed most of the fluid. Make sure when you check the fluid you do so after the Jeep has been driven for 10 miles or so. Shift the gear selector through all of the gears and then check the fluid level with the engine running in park.
You may want to do a drain and fill of the coolant if it has been awhile, otherwise you should be fine if the cooling system is in good working order.