Normal for the CD changer to cycle
Hazards, that might be the alarm going off. Not having the system would the headlights flash as well or just the hazards?
I think that is how my Diamante Wagon alarm worked, hazards and blatting out, or call it did not work at times since I never knew it had an alarm till I was a mile across a lake paddling a canoe and I learned the real irritation over at the launch was my car.