Hello, Matt. For the benefit of other readers, I'll try to cover these topics in detail.
1) Regulation: A bullet's shape, size, material, powder burn-rate, velocity, etc... are all variables that contribute to how the projectile leaves the barrel. Your rifle was regulated with ammo made by Federal with the Woodleigh Hydro Solid (the exact lot number of which should be written on the bottom of the target.) Whether any other ammo shoots to the same point of impact will depend on the variables listed above. There is nothing a rifle maker can do (HEYM or otherwise) when rifling the barrels, cutting the chambers or adjusting the barrels' convergence that can make different brands of ammo (with different makes and/or shapes of projectiles, powders, etc...) shoot to the same point of impact.
More information on the regulation can be seen in the video below:
2) Intercepting Sears: the initial take-up in the triggers (@ 1/8") is mechanically moving the intercepting sears to clear a path for the falling hammer. As mentioned, this is rarely seen on boxlocks and typically reserved for much more expensive sidelocks. I think that you will find - that with a little practice - you will become accustomed to them and appreciate the margin of safety they provide over other rifles without them.
3) POI: The target below shows the POA/POI for the regulation load at 50-meters. You mentioned that you shot it at 25-yards.
As someone mentioned, a shooter's size, weight, height, how much or little they "fight" the recoil, how hard a rifle is held, etc... can all impact the POI. It is not uncommon to have to make minor changes in the sights for an individual shooter... a little up, down, left or right. These are easy adjustments to make - and we are glad to make them - but I would encourage you to shoot the rifle at longer distances before we make any adjustments.
4) Ammunition: It is also more common than it should be to see differences in lot-to-lot of ammunition... specifically with velocity. If the last batch of ammo made by XYZ company is going faster or slower than the first one, the bullets will not print exactly the same. We discussed this in detail when you requested the Federal ammo. More consistent results can be achieved by loading your own, as this will ensure that velocity from shot-to-shot is consistent.
5) Warranty: HEYM rifles come standard with a life-time warranty, and all warranty work is handled in the US.
Again, it is no problem to bring up the POI, but I would encourage you to shoot the rifle a bit more (at longer distances too) before making any sight adjustments.