Andy,
With regards to your first point, the CNTL_X (i.e. CNTL_1 or CNTL_2 etc) are effectively macros themselves because they link to the STB menu commands. What I mean is if you press MENU to bring up your Sky MENU on the left hand of the screen, each of the commands are numbered which relate to the CNTL_numbers. So, if a STB menu had say RECORD as number 8 in the menu, then using CNTL_8 would make it RECORD without showing the STB MENU.
Now we move onto timing, if you use a CNTL_Number followed by another command as you have done you are likely to get intermittent results because often the CNTL_Number command has not finished, when the next command arrives, so you will need to add a short delay between commands to resolve this issue. 200ms tends to be enough delay, but the Tool does allow a delay up to 450 Milli Seconds. So the problem you have highlighted is not really a bug, but what would be a good idea is if a user added a CNTL_X command, the Beo5 Configuration Tool automatically followed it with a delay or asked the user if they wanted a delay and what it should be. I will add this point to the Beo5 FAQ.
With regards to your second point, this appears to be a common issue which is basically caused by the fact that different B&O products with DVD's in them have been handled in a different way when it comes to navigation. Several members have had the problems, I seem to recall the problem exists with certain commands on the Beovision 7. The best way around the issue to to create your own navigation buttons which work with your product.