>>From what I can tell, the .tex file loads one of the other three:
>       \loadmarkfile{lang-url}

  \loadmarkfile loads either lang-url.mkii or lang-url.mkiv, depending
on the ConTeXt version you're running (MkII / MkIV).  In Mark IV, the
Lua code is then put in lang-url.lua, which is input by lang-url.mkiv
(you can see "\registerctxluafile{lang-url}{1.001}" near the beginning
of the latter).  This architecture enables you to reuse the Lua code in
completely different environments (for example, in a pure Lua script).

> Our project has a requirement of using Xetex, so I have to stick with
> that. Does that mean lang-url doesn't work at all?

  ConTeXt on XeTeX is considered Mark II as far as the mark business
goes (it doesn't know about Lua), so you have access to the exact same
code as with pdfTeX; in this case, lang-url.mkii will be loaded.  But if
you know that all your users will be using XeTeX, you don't really need
to worry about the \loadmarkfile mechanism; it is there to accommodate
different engines.

> We also have users using ConTeXt Minimal as well as ConTeXt from the
> TeXLive 2008 distribution.

  The particular distribution one uses shouldn't be a problem at all for
implementing hyphenation rules.

> I want to do things in a way that will work in both. I would be happy to
> put in some extra effort to make the result generally available to
> others who want to follow the Chicago style for wrapping long URLs.

  This will certainly be most appreciated.

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