Complete list of terms used to describe cooking methods?
I think any "exhaustive" list here is bound to be arbitrary.  Some of your own categories overlap (e.g., frying, plus several subcategories of such); so, e.g., is "slow cooking" a cooking method or is it the same as simmering?  Is frying in a wok (aka. stir frying) a distinct method from what you call "shallow-frying"?  I would say it is, which makes me think of your other question regarding "frying in water": Could it have a distinct name as a style of boiling or streaming?  I don't see why not, but I do not think there is one.

Anyway, here's a few:


Roasting
Basting 
Smoking
Blanching
Sous vide
Pit barbecue
Reducing as in a reduction


Finally, although it does not involve heat and thus might not be "cooking", marinading ceviche, since it achieves the same denaturation via acid, still seems like a form of cooking to me.

I'd think baking has a lot of distinct subcategories too -- what does a waffle iron count as?