To answer you question.....NO! No, no, and no....That's not how you are suppost to be treated.
Yes, I would go directly to the Service manager and discuss the details of the problems with your car (engine, etc.) and tell them to get it resolved. It should be covered under the CPO, and if it isn't, then you need to tell them since it is their fault, they need to pay for it.
As far as the detail and rock chips, at our dealership we are very picky about our cars being clean and "showroom" perfection. Our sales guys are constantly taking the cars back to get re-buffed. I would talk to the Sales Manger and share your concerns with your purchase and how you are not satisfied. I sure wouldn't be.
Every purchase of a BMW through BMW recieves a CSI rating. I would rate that dealership badly on their report if they don't get it resolved to your satisfaction.
Then, I would shop around for a better BMW dealership.
Hope that helps. Anything else, just ask.
Btw, you have chosen a nice ride. I love the black 330Ci Coupe. Congradulations on the car!