Hi Len,
I'm confused about how the user can move individual controls around within a toolstrip; DockPanelSuite (our underlying 3rd party library) doesn't support that. These controls can be toggled on/off through that Customize drop-down menu. The user can reposition entire toolstrips which must be what you're talking about. The only way to prevent toolstrips from being repositioned by the user is to lock the UI with the Window -> Lock UI Layout command. It should be possible to do that programmatically and then hide the Lock UI Layout command button, if you want.
Unfortunately, we don't support removal of the "Customize" drop-down menu. It wouldn't be hard to add a new property to CommandService (Sce.Atf.Applications namespace), to control whether the private method AddCustomizationDropDown() is called. (Submit a pull request?)
As to how to combine a label with a trackbar, this is not currently possible through CommandInfo and CommandService, because CommandService expects to work with buttons. I think the crux of your problem is that you need to combine the label and track bar together into one object that gets added to the tool strip. I played around with ToolStripControlHost and added it to the Edit menu's tool strip...
var label = new Label();
label.Text = "Volume";
var trackBar = new TrackBar();
trackBar.Minimum = 0;
trackBar.Maximum = 11;
var containerControl = new ContainerControl(); //or use a derived class? Form? UserControl?
containerControl.Controls.Add(label);
containerControl.Controls.Add(trackBar);
var toolStripHost = new ToolStripControlHost(containerControl);
MenuInfo.Edit.GetToolStrip().Items.Add(toolStripHost);

I don't know why the slider grip/knob doesn't appear or how to control the resulting size. Probably you can use Visual Studio's Designer to create a UserControl that contains both the Label and TrackBar, and then add that UserControl to a ToolStripControlHost which you can then finally add to the ToolStrip.
If you can get this working, I'd appreciate seeing a code snippet of how you did it. That might help others in the future.
Sorry I can't be of more help right now.
--Ron