Your licensing agreement will tell you what is required for your users and I would recommend speaking with your licensing representative of choice for clarification around these features. You can also verify on the pricing pages. https://azure.microsoft.com/en-us/pricing/details/active-directory/
Some of those features require licensing and some do not. SSO for pre-integrated SaaS applications is free. However, the number of objects in your directory and the features you wish to deploy may require additional licenses.
Conditional Access requires a Premium P1 license and not a P2 license, but for risk-based conditional access a Premium P2 license is required.