the bose setup is not fully compatible with aftermarket gear. you can do it, but it won't be straight forward. in the end, you are probably best to either stick with the bose system, or totally replace it all.
this is my understanding:
the OE headunit (HU) does not have preouts. what it does have is the ability to drop the level (voltage) of the speakerwire outputs to within 'line level' range; that is, like preouts. i don't know what the voltage is, but i figure it would peak at no more than 2V (ie: be the equivalent of other brands claiming 2V preouts). the signal still passes through the internal amp ICs
, which is the major downfall: signal degradation. to convert to low voltage outputs, you need to apply a 'jumper' or similar across a couple of the pins around the back; i don't know details. also, there will be no RCA preout terminals, so you will need to locate the appropriate speakerwires coming out of the HU (where they feed into the bose amp) and solder up your own terminals onto the end for connection to an aftermarket amp.
there also exists only 'front' and 'rear' outputs, no dedicated subout. you could tap your sub into the rear outputs and sacrifice the rear speaker function.
if your sub has highlevel inputs, then you could retain the OE HU, keep the outputs high level, and splice into the existing speakerwires, front or rear. in this situation, if you want to retain rear speaker function, i'd suggest splicing into the front speakerwires. this way, you can fade between front and rear speakers, and not affect the sub volume (presuming you would fade out the rear speakers, and not want to fade out the front speakers); that is, the front+sub will be at a fixed volume, with the ability to fade away the rears.
there would be little to no issue with installing the sony HU. you will need a specific alfa 147/GT plastic trim piece to fit around the unit to integrate into the dash (ie: dash kit); readily available on ebay, local online stores or local retailers. alfa wiring plugs use ISO plugs (ie: standardised plugs) BUT not standard wiring! well, only the '+12V constant' and '+12V switched/ACC' wires are reversed, but it's important to match these up properly when installing a new HU. wire 4 in the ISO plug is traditionally the 'constant' (main) powerwire; in alfa's, it is wire 7; vice versa for the ACC wire. so if you buy and add a wiring adaptor harness for the sony (ie: aftermarket harness that plugs into the sony and has ISO plugs on the other end), you need to swap over wires 4 and 7. if you want the HU to be able to be turned on without the ignition key (as is standard on alfa's) both the constant and ACC wires from the sony (yellow and red) will need to go to wire 7 (ie: ACC wire receives constant power).
as for connection to the bose system with the sony. you should be able to use the speakerwire outputs from the sony to feed to the bose amp, and not the RCA preouts. the actual signal voltage from the sony will probably differ to the OE blaupunkt. can't say if it's higher or lower. but this means you will need to be careful with the volume control. if the sony is more powerful, it will be easy to push the volume up too high and overdrive the bose amp into clipping (though it does have inbuilt compression to reduce dynamic range and minimise clipping). if the output from the sony is lower, the system won't go as loudly as the OE setup.
if you end up installing the infinity active sub, then you will also want to run dedicated powerwiring directly from the battery. i presume it requires 8awg powerwire or similar thickness. don't rely on the alfa powerwiring; unlikely to be robust enough.
hope that helps.