The firewall prompts that were coming up were most likely why things were timing out as reported in your first message. The best thing to do is to not only say yes to allow the connection when your firewall prompts, but choose the option to remember it in future so it doesn't prompt next time.
The reason for this is that for the period of time between the prompt appearing and you clicking to accept, the traffic is blocked, and the software times out, so even after you click accept its already too late. However once the firewall remembers to automatically allow the connection it will work. Or just turn off the firewall when you run diagbox. Even though you want your firewall off or connections allowed for the application its generally recommended that you disable your internet connection whilst running Diagbox so it cant "phone home" to Citroen, eg turn your wireless connection off.
Regarding the overall speed, Diagbox is a big hungry piece of software. I normally run it under Windows XP on a Dell Inspiron 1520 which is an Intel Core 2 Duo 1.6Ghz with 2GB ram and it runs acceptably but I wouldn't call it speedy. I've also tried it on a Samsung NC110 netbook with a 1.6Ghz Atom and 2GB ram and it runs MUCH slower. It's usable but takes a long time to load. 2GB of ram is definitely the minimum usable. Unfortunately Diagbox does need a bit of patience to use unless you have a screamer of a machine.
Don't worry about it not asking for the RPO, if it doesn't ask for it it doesn't need it. It will be looking up the RPO in an internal database based on the VIN number, which it is able to query from the BSI. The older Lexia software was probably just too old to have your VIN number listed in the database, hence it needed to ask you for the RPO. Some cars it will ask for the VIN, some for the RPO, some for neither! All perfectly normal.
Regarding the partial recognition of the injection software after they updated it, I can't say for sure, but now that you know 7.02 does work on your interface it MIGHT help if you go the whole hog and update it to 7.15. Here's a link that includes the updates, there are several updaters to go from 7.02 to 7.15:
https://mega.co.nz/#F!jJJ11IhI!Kr2p1iBUR4oxVw_oDec_bA" onclick="window.open(this.href);return false;
As for your CD changer, its possible that your BSI is in a confused state and needs a reset. I don't have the details on how this is done but I suspect its similar to the process for a C4 or C5 which has been posted about on the forum before and includes disconnecting the battery. There won't be any permanent harm from your previous failed sessions so I'm sure you'll get the CD changer working again.