I'm not sure if this is your first HD or not but if it is, welcome to the wonderful world of Harley Davidson ownership. If it's not your first Harley then the feedback would be "you expected something different?"
I am being a bit smart in my response but I'm not trying to be harsh here. It's a sorry state of affairs that anything like this happens at any time with any kind of product from any manufacturing company. However, there are all kinds of threads on this and other sites with folks that have the same issues and yet, we keep on purchasing them anyway expecting different results with the latest/greatest offering. Harley Davidson is Harley Davidson and no matter who is piloting the ship, the course is the same....make money. Sometimes that philosophy works for both the company and consumer. Other times, the company seems responsible for just themselves. I'm always happy when competition enters into the picture. Harley has noticed it and is attempting to work on customer focus more but they have a long way to go....it just took them 115 years...
My one suggestion is what I believe we would all suggest. Have all the documentation in hand (contact names, dealerships, warranty claim numbers, etc) and contact HD customer service with this issue. Explain to them what you have already stated in the replacement of the oil cooler and other oil related parts. Be firm but nice with them and if you don't get the answer you want or the explanation you think is correct, go up the chain. Documentation and reporting issues like this are really the only thing we have as consumers to "fight back" as it were before entering into the legal realm.
As for your issues with the towing, yep HOG doesn't pay much for towing services or trip interruption. It's handy to have in your pocket though. AAA or in some cases your vehicle insurance may be a better route for things such as this.
I can see the oil change requirement after the 1,000 miles but it should be on the dealer/MoCo and not you. This would be another issue to bring to HD customer service when you call them.