1. From your symptoms, especially the failure of the self-cal routine to complete properly, I would say that you have a hardware problem and you should do a warranty return to try to get it fixed. My first DS1054z developed a bad glitch on CH4 within a few days of delivery and I returned it to TEquipment for a warranty replacement, which was greatly eased by the fact that I documented the glitch thoroughly on videos.
2. The SP2 software does fix several issues that are important to me, one being that Setup files containing Math did not load correctly with the old SP1 and earlier software. Another minor fix is that the Units of a math operation did not propagate to the Measurements or the Measure All table; that is, if the Units of the Math are supposed to be Watts, say, this only showed up _sometimes_ in the Math display on screen but the Measurements and Measure All table would always still say "V" or "U". Both of these issues are fixed in the SP2 firmware, the "Watts" units are carried over to the Measurement displays and the Measure All table, and Setup files containing Math now load correctly. BUT... other people have complained that the SP2 slows down things like Vertical Positioning and etc. This is annoying but isn't really much of a problem, just turn the knobs in "safecracker mode", that is, slowly and gently. There is also the extra Horizontal Measurements which now include + and - Pulse and Edge counters... complete with the "Pluses" typo on the Measurement display of those items, and the occasional miscount of the actual pulses under certain conditions.
3. But far more serious than those is the Measurement Fail bug, which apparently comes with SP2 and causes all the Measurements to stop working after a random time interval when you have a Math trace displayed. SO it's a tradeoff, whether or not you want to load SP2 or not. If you use complex stored setups including Math you may want it in spite of the bugs. But think carefully, as it is not possible to "roll back" to an earlier firmware version once a newer one is installed, by any known means.
4. The Self-Cal routine takes about 17-19 minutes to complete, and this has been the case with all three of the units I've had and with whatever firmware version is running. You should have the scope well warmed up and have _nothing_ connected to any of the inputs, including USB, LAN, and the auxiliary output on the back of the scope when running the Self-Cal routine.
5. Yes, you can still unlock the scope's bandwidth and options in the usual way after (or before) loading the SP2 firmware.
6. I have now had 3 different DS1054z units on my bench, and even though I actually bought a quiet fan before the first scope arrived because of the noise complaints, I have not actually been bothered by the fan noise so I never installed the quiet fan. It is much quieter than the other equipment fans that are running nearby, like the 5 fans in my computer case, or the air conditioner fan (summer) or heater fan (winter) in my workspace.
7. Don't throw away your original packing materials until you are sure that you aren't going to be returning anything to vendors or manufacturers! Keep your boxes and packing foams etc. until all your warranties are expired! And whenever you get a new bit of hardware, burn it in by leaving it on for a long time, power cycle it, etc. so that you can detect or stimulate failures while still in the original vendor's warranty-return window!