Hi, Ian.
I don't know if you're still using these lights and I know it's been a while since your post but I have just got a set of four myself and have some info on your problems...
The dimmer controls do exactly as you say. I have not yet found a way to control the strobe speed. It seems to pick a random speed/mode each time you press the button.
As regards your second problem, if you just press the colour or gobo button then press show0 the colour/gobo will cycle again. :-)
Also, once you have pressed show0,the number buttons can be used to select a show number.
Hope this is some help. :-)
Regards,
Duggy.