2, 3 & 4 are all related to HDCP. Your TV Provider is playing around with the component output depending on what it sees on the hDMI port. So this is nothing to do with the Slingbox. The only way to prevent this would be to scrap the HDMI lead and use just component cables Cable Box --- Slingbox --- Sony Amplifier --- TV
1 means the remote code is wrong. If you tell us which model you are using Sling might fix it in a few months or I can give you a quick & dirty fix.