As for the charging cord removal alarm, this can be turned on and off from the settings menu:
from the Home menu - Settings -> Vehicle -> Energy -> Charge Cord Theft Alert (options On or Off)
As for the radio startup volume, there is supposedly a setting for this:
from the Home menu - Settings -> Radio -> Maximum Startup Volume. This brings up a bar where you can set a volume. However I've found it seems to be ineffective. Perhaps that is the problem the dealer is talking about.