They may be right on the headlights. I know that there "was" a lighting mode, at least on the 220 S class cars where the headlights could be set to constant, auto, or manual. If the light switch on your CL has the "Auto" position, then perhaps setting the function through the cluster settings has been eliminated. I can maybe look over a new 220 chassis and give you a report. As a flat-rate dealer tech, it can be hard to get up to the showroom and look at a car, but we're kind of in a "between the holiday" slump, so maybe I can get up there.
On the CD mix, I know they were having troubles with this. I believe that there is a COMAND update that the dealer can do to correct this. If your dealer doesn't seem to know about it, let me know and I can give you some details.
They should be familiar with it though, all the dealers were sent a cd-rom which is inserted into the nav cd drive which updates the COMAND unit, takes about an hour.