1)Yes, normal. Cold tranny fluid and old-tech synchros = can't get it in first. Live with it.
2)Please put the restrictor back in. Stock boost is about 12psi, give or take depending on conditions. It'll never hit that in first gear. Your car is fine. The lack of smoothness is the way the boost comes on under part throttle. Mash your foot to the floor... it'll go away.
3)Don't know what to tell you. If your car explodes, sue the dealer.