The A/C belt should go around three pulleys. The A/C compressor pulley, a tensioner pulley and the crank pulley. The tensioner pulley bolts to the A/C compressor bracket. One possibility is that the pulley vibrated loose and fell off, another is that somebody may have overtightened it and broke the bracket where it threads into it. Of course, it's possible that the belt may have been worn and fell off itself.
As for the oil filter cap, I'm assuming yours is plastic which comes standard on the M44 engines. Most of the '95 M42 engines came with aluminum caps and used a different filter. Some of the later model M42's came with plastic caps and used the newer style filters. Since your car is a '96, it has an M44. There is a special wrench you can buy at your local auto parts store for the plastic filter cap. It cups over the top of the cap and has a 3/8" drive so you can attach a ratchet to it. I'll try to dig up a picture of my wrench.
Edit; Here's a pic of the filter cap wrench. There's different sizes, make sure you get a "B"