As you might guess from their name, adverbial pronouns are caught between two worlds: they are pronouns in the sense that they replace nouns, and at the same time they are adverbs representing a place, a quantity, or the object of a proposition. French has two adverbial pronouns: en and y.
English is full of French words and expressions, but pronunciation and even meaning can get distorted along the way - so much so that their provenance may not be recognizable.
By definition, compound tenses and moods require an auxiliary verb plus past participle. However, when using two or more compound conjugations with the same subject, you don't always need to include the auxiliary verb for each one.