Glad you got the lights to work correctly. I think I'd like the system you have now better. If the current CL is like the current S class setup, you go into the lighting screen and choose the constant or manual setting, if you want auto setting you use the headlight switch to "auto" setting. Strange how the screen disappeared like that, never heard of that one.
Yes, the COMAND update fixes the CD mix, it is mainly meant to fix what is called a "black screen" problem, I think I saw one do this once, the sound system and everything operated but the screen was blank, even appeared "blacker" than being shut off, if that makes any sense to you. Did your dealer know what you were talking about when you mentioned the COMAND update?
Remember if you plan on waiting for the car that the update process takes about an hour, mainly just download time.