[SonicEndeavor]

Talk to your SA about special ordering a factory installed headliner. If he can't/won't, then check with other Dealers. Special orders are common.
Coding SAT is very straightforward, it's just an option in the vehicle configuration so any coder can do it for you - no warranty issues since the physical transmission is the same with SAT or non-SAT.
If you need the paddles, then yes, a sport steering wheel with paddles can be added relatively easily (plenty of DIY's on the web if you want to do it yourself).
Again, I'd push your SA for an M-Sport with a special ordered headliner, or alternatively BMW Individual with the sport steering wheel.
Send me a PM if you're having trouble and I can recommend a couple of So Cal dealers.