You can get repair manuals online for most vehicles, I would try that. I've done this before but I don't trust my memory to provide a step by step.
What is the oil pressure?
You don't need to remove the dash to replace the relay. If you need to remove the dash, absolutely get a repair manual first. Try one of hese online: http://bit.ly/mitchell_repair_manuals_online http://bit.ly/AllData_Repair_Manuals_Online
This is your oil pump, and you can reseal it. The parts are inexpensive but the labor is not, you are looking at a 3-4 hour job, and you will want to replace the timing belt too, since it will be off durin this repair.
You have two hoses that attach to the firewall, these go to your heater, and it's likely where the leak is coming from. Best to have a VOlov tech address these, the hoses and especially the connectors are real finicky and if not replaced properly, will continue to leak.
There are two pumps, one n the tank, and one under the car. Did they replace both, or the one in the tankK
I don't know if there's new information I'm not aware of, but when I worked on these, we replaced just the module. You are the customer and they should replace exactly what you request, or take it elsewhere. Be sure to find a good European shop, or another Volvo Dealership.
Your vehicle has identified a problem with the alarm system. You will need to have a shop with the appropriate tool access the computer in your car that holds the information about the alarm. Try a european specialist or Volvo dealer. Good luck
This sounds like the transmission is acting up. I suggest you have a Volvo shop/dealership look at it, make sure the software in the transmission computer is up to date, the fluid is in good condition, and there are no faults with the transmission. They should perform a full diagnostic of the computer system to ensure everything is in working order. Good Luck. If you need a shop, look here: http://repairpal.com/volvo-within-10-miles-of-08690
It's a good idea to update the software first, delete all the diagnostic info in the computer and drive it, as long as it's safe to do so. I doubt this will cure the issu, but it's worth a shot.