Got my sd all4 in March and loving it.
Reverse is hard .... Lot of resistance. However I found this in other minis also not just countryman. Other gears I find to be ok in general. Perhaps because it's new and you are adjusting to it? I last drove a nissan and those gears were very smooth and light compared to mini but I kind of like the mini ones more.
The noise sounds like a fan under the bonnet maybe. This would be common after driving and parking but when unlocking the car from being stationary/parked sounds odd.
I am very much a mini novice only having driven two in my life so I am sorry I cannot offer very experienced words of wisdom. However I can recommend joining countryman owners lounge group on facebook if you use it or check out the MINIs on the Mind webpage in which. Kyle Connor and co give great advice and share their in depth knowledge of R60's/countryman
Enjoy your car !!