Welcome to the forum!
Not entirely sure what you mean by "mild hybrid" technology? Do you mean stop-start, whereby the engine cuts out while waiting in traffic to conserve fuel? If so, no - that is (thankfully in my opinion!) not a feature on the JCW
As for oil - I would adhere to the manufacturer recommendations. As far as frequency of oil changes goes, you'll be quite safe sticking to the guidelines issued by MINI, but it certainly doesn't hurt to change your oil more frequently than recommended!
No real experience on the audio aspect... although the basic stereo is pretty awful, so I wouldn't spend too much time or money trying to tweak it (within reason). Rather than throw a moderate amount of cash at it, you'd be better splashing out on a whole new set-up rather than trying to improve what you have. That would involve ripping out carpets and the centre console (and more!), which firstly isn't cheap, but - most importantly! - would then put you on par with, or improve upon, the quite brilliant factory Harman Kardon option (which is what the stereo should sound like "out of the box" on a car which costs this much as far as I'm concerned).
That said, the simple "channel swap adaptor" is a popular and easy mod
which people swear by, short of doing anything really serious.