The steering is normal, they do that when they're brand new and standard, although you could just check the damper is still ok by disconnecting one end and pushing it in and out to make sure there's plenty of resistance. I think that Jeep has a heavy duty fuel tank carrier on it anyway, I woldn't worry too much about the rear diff unless you intend driving backwards a lot, otherwise get a Dana 44 diff guard for £50-100. There's not a lot you can do regarding the steering protection, The Warn bumper provides some cover, but too much stuff will just get in the way.
