This was a very tricky puzzle, but in the end I believe the solved grid should look like this:
In the step-by-step diagrams that follow I have used three different colours in the small pencil marks:
Red in the bottom-right corner indicates an impossible value;
Green in the top-right corner indicates the only possible values;
Grey in the top-right corner ...
Partial answer (it feels like I have understood almost everything here that there is to understand, except that apparently I'm supposed to extract a word from the answer and I don't see how to do that):
This puzzle is really about
In this puzzle we'll
Some other relevant features of the puzzle:
I have solved all but #9 which currently eludes me...
NB For tidiness and ease of explanation, for all subsequent explanatory diagrams I have merely circled the starting initials of the words in the hidden set. Readers should at least now be able to spot the hidden words by inspecting the starting letters of the word lists given below, without the ...