- Building Ardour, Qtractor, LMMS with VST-support is illegal, right?

No. Distributing these packages (that were built with the official VST SDK) is illegal.

- And energyxt? Are they allowed to use VST technology?

Yes.

- Installing JOST and using it, is illegal right?

No.

No to the rest of the questions too.

As a user, you have all the rights to build and use a program with VST support. You must not distribute it, a la "share".

The SDK is "freely available", but the license forbids "redistribution". What this means is that everyone is a developer in that sense; you download the SDK, build the program, and then use it, end of story/signal flow.

There are "wrappers" that work around this, basically an application written from scratch to use Wine and emulate VST handles. An example is LMMS - you can distribute it and still enjoy VST support. The best route IMHO.