I did quite a lot of baking over Christmas & New Year and was reminded by some of your posts how I also searched for ingredients when I first came to live (and bake!) in Switzerland. By now I know where to look and what are the Swiss equivalents so this might be useful :-
You don't have to buy icing sugar in a shaker, it also comes in a packet from most big supermarkets. Puderzucker/sucre glace.
Bicarbonate of soda is to be found in the same dept. Natron/bicarbonate de sodium.
I found currants last Sat. in the big Co-op in Zürich. You can buy them in the Health food shops, where they also have raisins and all kinds of dried fruit. Korinthen/ raisins de Corinthe.
Vanilla essence is not so easy to locate. When baking the Swiss have a slightly different method : they use Vanillezucker/sucre vanille which is a very fine powder and is sold in small sachets in all supermarkets. You mix it in with the flour and it gives the same flavour as the essence. There are also vanilla pods which you can use in any liquid desserts.
Hope these tips are helpful - unfortunately there wasn't a forum when I was new here!