Yeah, it come with three blades which fit the razor, on first look, I thought the blades would fit the knife, but they don't seem to, the other bit you refer to is a mystery to me lol, as you say it may be to do with stropping,I have not tried yet,but thinking about it now,I think a blades may fit in that, and then that may fit in the knife, will give that a try.
Regards Rob