What revision is your RNS510? I had an ancient one (revision A) which I ended up throwing in the bin after experiencing similar issues.
There's a few ways to solve the battery drain:
1) There's a fuse swap or something details on this forum which requires a minor wiring change. I don't think it's an elegant solution, but it works for most people.
2) Get a newer RNS510. There's an Ebay seller of them who does an internal mod to fix the battery drain. I got a revision Q which has that done and I've left the car at Gatwick for 2 weeks with zero battery drain.
3) Fit a Polar FIS Advanced. It also modifies the CAN signal to not drain the battery, plus you get a lot of other features and tricks with it.
4) Fit a newer gateway. The Battery drain issue seems to affect revision K and older gateways.
Have you got VCDS? You can get the revision details of both the stereo and the gateway using that, otherwise it's pull them out and check the stickers.
As for the compass not showing on the MFD, again, VCDS required here. From memory, you need to check the Satnav is enabled in the gateway features list. It's a big list of items connected to the gateway, with the toggle being fitted, or not fitted. Sometimes the gateway can lose it's memory, or get itself in a pickle and you may need to retick it. Could also be why the steering wheel buttons aren't working.
Don't know anything about steering wheel controls as mine doesn't have them. I like a simple life