What is *.local file in windows ?

  The LOCAL file type is primarily associated with DLL Redirection by Microsoft Corporation. 'DLL Hell' is a term, know too well for comfort between Microsoft Windows developers. 'DLL Hell' causes grief and despair when two (2) separate and essentially incompatible versions of a DLL file with the same name are installed with one over-writing the other. This can cause the first program whose DLL got over-written to stop functioning. Enter .local that redirects windows where to search for a specific dll. If a file application.exe.local exists, Windows will first look in that application's directory for the DLL file. If .local is a directory / folder, Windows will search in that directory instead of the application directory.

Ref: https://docs.microsoft.com/en-us/windows/win32/dlls/dynamic-link-library-redirection

comming soon: what can we do with that *.local for windows exploitation?

What is NTDLL.DLL ?

Short Description :
A system-wide DLL, implementing the Windows native API. This is the lowest layer of code which is still in user mode. Its most important role is to make the transition to kernel mode for system call invocation. NTDLL also implements the Heap Manager, the Image Loader and some part of the user-mode thread pool. Although the native API is mostly undocumented.

win32 api : http://undocumented.ntinternals.net/