Welcome!! It's a bit premature to change the belts and pump on the diesel at 35k but if it's for peace of mind then go for it. As far as costs go, your looking at nearer to £1k for a dealer to do the lot and service as well. A good independent can charge from £350 onwards.
As far as other niggles go, there have been issues with compartment tray on boot rattling, wind noise on driver and passenger windows.
To be honest, the GT is a well built Alfa that has stood the test of time and reliability shows this. Although not the nicest of sounding GTs when comparing it to the 3.2V6 the diesel is a cracking engine and all round best choice.