Welcome to NICO!
RE: #1
It's probably the connectors on your MAF (Mass Air Flow Sensor). Have the dealer clean the connectors and then lube them up with electric grease. This should take care of your problem. If not, you should have them "ohm" the injectors to test for any that are out of the standard resistance range.
RE: #3
You can order the lights from Joe @ Everything Infiniti (one of our sponsors). He'll give you a great price. As far as replacing them, it's as simple as removing the dash, replacing the bulbs and putting the dash back on. It can be a pain, but I'm mechanically retarded and have done it before. It took me about 4 hours from start to finish. Here's an article on how to remove the dash:
zerothread?id=28201
If you haven't already, start searching Ebay for a Factory Service Manual (FSM) for a 1994 Infiniti Q45. Do not buy the ones on CD, they're fakes. It should cost you anywhere from 10-60 dollars, depending on the deals out there.
I don't know that I would have the dealer do a Consult if you're not throwing any codes. I would just have them fix problem 1 and diagnose problem 2. Just my .02.
Good luck,
Nick
P.S. We need pics