No backup, I can't speak for the Bluetooth HID support since I don't have a Bluetooth mouse or keyboard, but MSN Messenger is definitely still there. See
this article by Arne Hess which explains where it is and how to get a shortcut to it back in the Programs folder or Start menu.
As an aside, Messenger is fairly crippled in this version. There are many things you can no longer do in the client such as see a list of who has you in their contact list, set privacy options, etc. It's a little irritating that several of the "improvements" in WM5 take the form of dumbed-down applications. :roll: