Congrats on the new car... sounds nice!
Not to scare you for you have truly bought alot of car wink but my 156 Selespeed was bought with 25K miles on 8 mths ago now. Within 1 month the entire Selespeed unit was replaced due to a bad leak of Selespeed fluid. The repair took almost 2 weeks.
The mechanics with whom I now have good relationship (frequent visitor), tell me that the fluid can leak into the clutch mechanism and perhaps onto the clutch plate.
It's well worth getting an Alfa dealer to check the system, software version, calibrations, fluid etc.
If the selespeed warning light does not come on the dealer may not be able to help much as is my experience.
Also, when cold the car takes longer to change gears, when it (fluid)warms up, things generally get better. My dealer does not use the Tu-Tela CS Speed oil I discovered. The real stuff is extremely expensive and I have not seen it available in Ireland! Shell Donax TA is what they use.... I even have a spare can!
Find out what fluid is in your system!
Other wise the car is great now. From time to time I cannot select third going up the box, no root cause for this yet
Best of luck with yours!