I have a sony da30es also.
1. I used audio code 015 so I would get the hard keys (volume basically) automatically.
2. I taught the MX all the keys under the lid of the sony remote with no problem.
3. For device switching, I set up the MX-1000 "AUX" device as preprogrammed audio code 015. The device keys and a lot of others (but NOT the individual sound fields) are there. (You have to try each key to find the right one). From the MX I taught the device codes to my SL-9000, then I taught the device keys back to the MX on the main page.
4. I seem to recall some people were able to learn the sound fields using the "duck blind" method described in Daniel's tutorial on learning IR codes. If you have the patience, you might try that.
5. Search for "DA30 or DA50" in this bulletin board for other clues.
6. Never had trouble teaching any custom keys, except for two keys learning the same code as many people have found, then you have to delete and recreate one of the two keys.