1. The only way to get it to power off completely is to remove power from the orange (IIRC) cable. Depending on how it's configured, it may sit in standby for a while before it goes off. If, when you turn off the car, it doesn't go into it's blinking-LED standby mode, then there is definitely a wiring problem. If it does, there isn't, and you just need to wait a while. The time delay is configurable from emplode.

2. Yeah, the radio controls were changed with the 2.0 software. The only way to tune it is with the remote or using the IRtranslate feature of Hijack. You should be able to search to find the appropriate configuration options for that.

3. Did you install a powered antenna adapter? I'd be surprised if your Audi's antenna didn't require power. I bet this is the problem, but it could be something else.