Likely to be differing opinions on gray market tractors but it's a good way to get started in tractors without a bale of spending cash. That yanmar can be a hard worker. I hope this info helps you.
For oil & fuel filters use the easiest way you can - forum/web /manufacturer. Hopefully someone on this forum or the yanmar forum has cross ref info to share, but if not try online searches and filter mfg to see if they might cross ref to the yanmar filter. Don't forget your Napa auto parts stores as a resource - not sure if this is in all areas but around here Napa has their own tractor filter reference on their computer and sometimes they can connect the tractor filter numb to another filter that will work. For hydraulic filters try the filter mfg as well - by looking at filter spec manuals (usually on their web sites) you can figure out size & fit, flow & pressure spec, bypass, temp, particulate rating, etc. (You may need to measure your filter o-ring seating dimensions when picking a cross Ref filter)
It's nice to have a cross-reference chart but not always avail.
For hydro oil, suggest a good quality middle range oil suitable for the temp range in the locality where you will be operating, i.e. you wouldn't use the same oil in winter in fairbanks that you would use in dallas - but if you are just operating in summer you might be able to use same oil in both places. I would pick an oil that works for my entire operating range if possible. All hydro oils have operating specs and you can review & select the "blend' (additives, temp range, etc) that works for you in your locality.
Water - Tractors live in environments high in condensation. The average farm tractor is run enough to probably get thru this OK, but if your equip sits for long periods you could see more moisture in oil.
Best of luck with your tractor/Regards