All of the below is from my memory. I don't have time to go look at mine right now, but will tonight if no one else chimes in during the day.
I think the wheels should not be moving unless powered, totally normal. The meshing of the worm gear on the motor with the gearbox does not translate in reverse when you try to move the wheels by hand.
I think the angle on the whistle is intentional and normal as well.
The handrail is supposed to have that slight bend in it so the front of the boiler can be swung open to get to the headlight bulb (or LED, I forget). Unless I mis-read your concern. That slight bow showing on the right handrail near the hinges in the picture is intended.
You should be careful messing with the handrails, as they are the TMCC antenna (which is also why those little plastic sleeves are there), though I think you said you only operate conventionally, so maybe it doesn't matter for you. You may end up disabling the TMCC capability though if you disturb the handrails too much. They need to not be grounded to the shell.