Lovely colour and I'd put the gear change issue in writing/email tomorrow stating your concerns from the outset- it might no be enough to reject it but at least you are highlighting it immediately.
I'd also be unhappy about them having to order you a new key - the car would have been delivered with two keys, coded to your car. Where the second one is now would cause me great concern and if they haven't got it, someone else has it. Shocking for a main dealer to present a new car with only one key