In the old days, you could supplement your collection with trades, Ebay lots and buying loose parts. And much of this was simpler as shipping rates in general were more forgiving and price points were much different. ( Back when boxed sets were 50 dollars each or so, the ability for a dealer to break down a set and make parts available was likely much easier for them to try to generate a profit. When you have a set now that costs 279 retail, that's an entirely different ballgame for them)
Now I think most folks are better off trying to find a safe reliable dealer and one that offers some threshold for free shipping ( Looks like 350 dollars is the benchmark for many dealers now to trigger free shipping) and, if you can find it, one that won't charge sales tax. Then you can hope they offer a small discount on preorders. Some places use the "Pile Of Loot" format where they will hold items and ship all in one larger order. Some dealers will do that with heavy regular customers they want to keep happy.
Trading still looks somewhat useful, but the days of volumes of smaller trades over time probably isn't practical anymore. Not with shipping cost increases. I think that's a consideration too with surviving loose parts dealers. You have to ask yourself is that one pistol or little piece is going to be worth the shipping hit to get it to you.
It was a long time ago, but I used to ask hobbyists (not dealers) if they would sell me figures without the box ( reduced shipping hit) and I would sometimes offer paying in USPS Money Order ( no PayPal fees) Just that alone really cut a large difference over time.
Ebay is kind of tricky in that one thing that Ebay HQ never seemed to figure out is the majority of their bidders were small time sellers who were already on site managing their own auctions/lists. I know I was more purchase oriented on Ebay when I was selling things there more consistently. So as Ebay got more punitive and just unnecessarily complex, they didn't just lose small unit type sellers, but also lost those sellers as bidders and buyers as well.
You can have fun with not new/not the latest items in this hobby. If it was myself, starting today, and I had a genre in mind, I'd post in the Wanted area or wanted areas in the few hobby communities still around, and ask if anyone wanted to dump all their older stuff on me. For example, there's probably a ton of old Dragon Models 1/6th from the modern military genre still laying around out there, and some guy would gladly pack up all he had to you for like 5 cents on the dollar all in one big bundled shipping lot. With all the new Hot Toys Star Wars, there's probably a lot of older Sideshow Star Wars that some people might want to dump out too.
However it appears what you listed you collect is pretty niche in general. I don't think there is a way around the pricing on some of that. BTTF is a current line.
If you have some moderate talent with the skill needed, then getting a small 3D printer could be a hobby goldmine for you. Make your own stuff and make stuff you can trade or do light sales to fund the other things you want.
People usually have some kind of fixed hobby budget month to month. The game is finding ways to stretch it as a far as possible without punishing yourself for time you need/want elsewhere.
Something else to consider is that communication through forums like this are like the new "buggy whip" It's not how most people are interacting in communities these days. Social Media has changed the game quite a bit now. I'd almost guess there is a rough age demographic that's somewhat predictable for people who still use these forums. For the newer collectibles coming out, we are slowly being phased out as the "target market" The GI Joe Classified 1/12th RAH line is kind of a beacon of the kind of push/pull going on with certain groups of older collectors. There's still money to be made but the edition sizes being realized are indicative of a shrinking total base. When the people who were kids in the 80s get out of their prime earning years, the distance is too far for viable production. Kids today will love Marvel Avengers and Hunger Games one day in the future in the same way we all loved original Robocop and Terminator and Predator. Seeing the Terminator in the 80s and it's impact is not the same as some kid seeing the bizarre sequels with 70 year old Linda Hamilton limping along with a grenade launcher in the past few years. The other difference is people here who were kids in the 80s didn't have the same level of competition for attention.
Nostalgia as a function of practical marketing is a ticking clock.