Welcome to the world of the SDL!

1. Black smoke.
Black smoke is unburned fuel, ususally most noticed when engine is making more power. Some OM 603 smoke a lot, some not much. It can from late injection timing due to wear of the timing chain.

The previous owner may have adjusted the ALDA to raise the amount of fuel at a given pressure, which can add to the black smoke.

2. Aux fan.
Check temperature sensors. It should run with the A/C is on or when engine exceeds 105C. If it runs as you say, without starting the engine, suspect a switch or wiring fault or short. See Post #3 of this thread, and Search for others.
http://www.peachparts.com/shopforum/showthread.php?t=69425&highlight=aux+fan+speed

3. Timing
Injection timing can be adjusted, as on all diesels. The OM 603 has two electronic methods, involving special tools with sensors that detect IP position. Dealer will have them, and some independent shops. They are a bit costly for the owner, several hundred dollars if I recall. See Post #8 of this thread.
http://www.peachparts.com/shopforum/showthread.php?t=64086&highlight=603+timing+RIV

4. Radio and antenna
There are 4 plugs on the back of a Becker factory radio. Two are for speakers, one for power and one to activate the antenna. The radio switches 12VDC output to the antenna connector when the radio is switched ON. If I remember correctly, the antenna connector has a single blue wire.

The antenna motor has its own source of power. When the (blue?) wire is energized, the antenna either stays down, raises to part-height or full-height, depending on position of the Antenna switch on the dash.

You will have to get an adapter for your CD player, or if it does not have this function, connect the wire to a switched 12VDC source to raise the antenna when the car is switched on, and lower it when it is switched off.

Best Regards,
Jim