To answer your questions....from an installers point of view
Fail Safe Starter Kill - You purchased a remote starter that has "security features". Most installers turn that option off in programming because most customers don't want it, or understand it. You must lock and unlock the vehicle with the Python remote everytime you get in and out of the vehicle. If you unlock the car with the key, get in and try to start the car, it won't start because of the starter kill. The lights will start flashing, and the horn will start beeping (if connected). The customer then freaks out wondering what the heck their remote start is doing. I have even heard of people getting their vehicled towed after it wouldn't start, when all they had to do was hit unlock on the remote. If you want this turned on, I doubt they will have a problem with turning it on. Whether or not they actually installed the starter kill/anti-grind is another story. It is probably CC policy not to...unless requested and paid to do so. The remote start has 2 wires coming out of the relay pack...you cut the starter wire in the car and connect the key switch side to green, the starter side to purple. They probably just tapped the purple wire onto the starter wire.
Neutral safety shut down circuit....
The car is not supposed to remote start if you leave it in gear. If you leave it in gear (with the key in!) and try to start it the factory neutral safety switch will prevent it from attempting to remote start. You have nothing to worry about here. The owners manual is just trying to cover DEI's liability in case you have a 15 year old vehicle without a neutral safety switch.
Shutdown switch...
DEI includes a shutdown switch with the unit. I always mounted it somewhere under the dash, or behind a fuse panel door. I would bet 98% of customers forgot I even told them about it or where it was by the time they got home from picking up there car. A lot of shops don't put it in...some do. I always put it in. Your CC installer probably didn't want to take the extra 3 minutes to do it.
Parking light flash...
Maybe they hooked up to the wrong wire...maybe they didn't hook it up at all. Either way, they shouldn't have a problem fixing it. There is a thick harness that runs across the underdash area. The (+) parking light wire is one of the brown wires in that harness.
Valet switch....
A always tied it up near where I put the shutdown switch in case features needed to be changed or a new remote programmed. Again...installer was probably too lazy.
Rear defrost....
DEI does not provide the color and location of the wire that needs to be tapped into to turn on the rear defrost. The harness that runs to the heater controls often have 30+ wires going to it. Taking the time to test all those wires can take a lot of time, and the switch is often not very easily accessible. It may even be a data signal at the switch that can't be interfaced with on some vehicles. Because of these reasons....this feature is not often hooked up. If they are going to run a wire all the way to the back hatch it sounds like they are going to provide power directly to the rear defrost. That is not something I would recommend. The factory timer to shut off the rear defrost would be bypassed. If I couldn't find the trigger from the switch up front, I wouldn't do it.
DEI's 457G does not turn on the rear defrost thru data so that is not an option. Other companies do make modules that do trigger the rear defrost, but CC does not carry them.
For future installs I would recommend talking to the installer doing the work about all the features you are expecting, and where things (valet buttons, shutdown switches) will be placed BEFORE the install. If you are not comfortable with their answers...find another shop.