Personally, I think you are probably what is known in the business as a "customer from hell", so I wouldn't be at all surprised if they just offer to give you a refund (instead of a replacement set) just to make you go away.
Where is it written that a company who makes a device needs to first ensure that all the cheap universal remote controls support it? In practice it works the other way around, first the device hits the market, then if it becomes popular the companies that make the universal remotes will decide whether they want to include the code or not. This is how it's always been.
As for the PIP functionality, have you never used a STB before? When you use a cable or SAT box to receive your channels, you always have to use either an AUX input or CH 3/4 to watch the shows, therefore the TV set doesn't have the ability to make the PIP tune into any of the other channels. This feature will only work if you are getting your channels OTA or from a direct cable connection. THIS IS HOW IT'S ALWAYS BEEN. TV OEM companies don't feel the need to actually spell this out because it's something everybody knows.
As for your remote situation, if you want one remote to work both your TV and your DTV box, do what the rest of us have done and buy a universal remote that can learn!