Purchased the module, installed successfully and was able to create a new domain. In addition, installing Mosets Tree from Master seems to have worked.

The SH404SEF however is a different story. I am getting the following error which I could not find any resolution for in the forum or via Google.

--> Fatal error: Class 'shjlang16Helper' not found in /home/<master>/public_html/administrator/components/com_sh404sef/admin.sh404sef.php on line 38

The odd thing is that the path in the error message above (I replaced the actual folder name with <master>) references to the master folder and not the slave one.

I found a basic reference to a similar issue in the following page however that is for 1.1x and in my opinion should not apply to 1.2.

--> wsd2win.com/en/faq/patches-definition-version-11x

Please advise as soon as possible.

Please see above message first. Do I need to install SH404SEF manually from the slave site? I am afraid that that would overwrite the master configuration for SH404SEF.

If you re-install the SH404SEF from a slave site, this will overwrite all the PHP code present in the master as you share the same files and folders.
You will also have to re-install the JMS Multisites patches.

Concerning the "shjlang16Helper", this is a class defined in the SH404 Plugin. So check that you have also installed the "J16 Language backport - system - plugin" included in the SH404 package.
Perhaps you also have to check that the other SH404 plugin are installed in the slave site

That is where my confusion comes from. When I check Tools under master, I see the following:

1. Components - SH404SEF - install from master
2. Modules - SH404SEF Control Panel Icon - define from master
3. Plug-ins - J16 Language backport system plugin - install from master
4. Plug-ins - SH404SEF - Analytics plugin - define from master
5. Plug-ins - SH404SEF - Offline code plugin - define from master
6. Plug-ins - SH404SEF - Similar urls plugin - install from master
7. Plug-ins - SH404SEF - System mobile template switcher - install from master
8. Plug-ins - SH404SEF - System plugin - install from master

I understand the Install from Master option but what does it mean when the only option is define from master?

I installed the J16 Language backport, Offline Code, Similar URLs and System Mobile Template switcher with the install from master option and it now works. However, under SH404SEF, I see URLs from the master site. How can I make sure that each site has it's own URL list?

When JMS tool give you "define" this mean that it can only define the definition of the extension in the slave site and does not have the description of all the MySQL tables required by this extension to work properly.
In general, this is not a problem for the "modules" and "plugins" that general refer to component tables. If you "define" for a component, the risk is higher as almost all the "components" use table and that they should be defined in the JMS Tool.

Concerning the SH404SEF and the URL, perhaps this is related to the "live_site" parameter that SH404SEF require to setup. When you use the Joomla 1.0 "live_site" is used, it force this value in the URL. So check this value present in your "configuration.php" file.