Effects in Gauge Theories and a Harmonic Function on $E_{10}$

In a previous paper we conjectured that the structure of various gauge theories as well as M-theory on $T^8$ is encoded in a unique function $\Xi$ on the coset $E_{10}(Z)\backslash E_{10}(R)/K$ and that this function is harmonic with respect to the $E_{10}(R)$ invariant metric. In this paper we elaborate on the conjecture. We discuss various mass deformations of the D-instanton integral and their realizations in $\Xi$. We then present a conjectured prescription for extracting partition functions of the twisted little-string theory out of $\Xi$. We also study various effects of combinations of branes such as D0-branes near D4-branes with 2-form flux, D-instantons near Taub-NUT metrics, and more, in terms of harmonic functions on $E_d(R)/K$. We propose tests of the conjecture that are related to BPS states of global symmetries in gauge theories.