Well, I am confused, since what you are talking about seems not open source to me.
But from what you wrote, you have nothing to fear about. You could even sell your product. The Express editions are free of charge to build your app and to deploy - you can't sell them, thus you can't charge for SQL Express, but you can deploy it with your application. You can make both closed source and open source products.
But be aware with the third party components you are using. This part can be complicated... so consult the related license terms.
This might be a useful tool, if some cases when you are blocked by Visual Studio Express limitations:
http://www.icsharpcode.net/opensource/sd/[
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This worth also reading:
http://www.microsoft.com/en-us/download/details.aspx?id=29693[
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