They're using either a custom script or a combination of scripts.
For the ammo, there are several skill cost scripts or skill charge scripts that you might want to check.
For the grafic effects, there are scripts like Galv's region effects and character effects.
However, there might be one big problem with all those scripts, and you didn't specify that:
The screenshot above looks like that game is using an on-map battle system (usually called ABS: action battle system). That is NOT a default, and the ABS-scripts are often difficult to setup. If that is, you need to specify which ABS you're using, because all other scripts have to be compatible to it.
And the "muzzle flash" can only be created by the selected ABS, nothing else can even register when the player is attacking on the map.
There are only a limited number of ABS-scripts available, and you need to check and select one of them first before looking for other functions.