I thought full frontial was "play a 2 player game only using mercenaries" but maybe it's not?
First you decide which boxes/expansions you use (at least two), then every player chooses 8 characters, 6 objects and 2 room pairs. In a tourney every player would use his own boxes because of the rooms and then it would be possible to have room pairs twice in a game. For a casual Full Frontal game without double expansions you have to make a house rule how to choose rooms.
Because one expansion box is supposed to hold everything for a two player game right?
Yes, but not for Full Frontal unless you use house rules.
Ok, and "on top of it" means on top of the portcullis shown at the edge of the armory? So it's 1 AP to open and search and later you leave it open but empty? Rather than 1 AP to use a key to open the door and then 1 AP to search it and your put out two open portcullis markers?
You don't have to "open" the armories. If you stand beside them without a wall or a closed portcullies in between (you also can't enter them, they are 3D-obstacles) you can use 1 AP to search them. After one search an armory is empty and you place a token on this armory to remind you that you can't search it again. Because there are lots of portcullis tokens in the game, the rules say you should use a portcullis tokens, but you could use a red marble or anything else.
There is one armory with an adjacent portcullis. Of course you have to either open this portcullis before you can search this armory or stand on the other side and search from there.