There is definitely no sun shade, although Ford is confident that the coatings on the glass will prevent it from getting too hot. I am skeptical of that, and wouldn't be surprised if an aftermarket shade of some kind comes out.
^what @timbop said, Ford seems to be banking that their treated glass will keep the car from getting too hot or cold. This seems to be a trend because I think other EVs and ICE cars are starting to do the same thing.
They have to test that connector as well. They probably only have so many to ship around and show off. I wouldn't be too concerned about all these details. They have all been hand built (as far as we know) so far.
Yes. I spoke with their MME specialist for quite a while. Wish I had thought to ask the charger question then! However, between reading the AMA with the MME engineer and seeing images of a few other MME prototypes, it's clear this was being tested for the Euro market, thus the Euro plug. Since Ford has thrown their hat in with the Electrify America system for chargers and EA uses J1772 and CCS Combo Type 1 like the rest of the US systems, the Washington Auto Show prototype was clearly a fluke.