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The first question to ask is when to create cmdlets?
A cmdlet allows a farm administrator to manage and administer the SharePoint farm (s) quickly from a PowerShell console.
If you have specific tasks, which you run in batches and this is frequent, you have a context conducive to this creation. Otherwise do not waste your time creating cmdlets that will end up in the closet quickly, instead try to push the possibilities of PowerShell and go through functions to get you out.
Message level security encrypts request / response messages using WS-Security specifications. It encloses security credentials and claims with every message. Each message either signed or encrypted.
Message Security provides end-to-end channel security and is independent of transport protocol. In short mutual authentication and message security are delivered at the message level.
The default client credential type for NetTcpBinding is Windows Authentication. For Windows Authentication to work both client and server must be in the same domain, or mutually trusting domains (which in your case you do not have).
If both client and server were on the same domain, WCF would handle the mechanics of Windows Authentication “behind the scenes”. And when both client and server are on the same machine they are effectively within the same domain, so Windows can use its own mechanisms to handle the encryption and decryption. It will only do this within mutually trusting domains, though.