Coolant leaks are the one and only issue thats been very common with this bike, and most have had it to one degree or another. But there are many reasons for it and only one that was a actual issue with a part which they eventually changed. Once taken care of you should be fine. Chances are in fact the leak was just loose hose clamps, which many have seen because apparently for some reason they didn't tighten them enough at the factory.
You didn't get a lemon, you just got one with an uncommon issue. Hopefully they will be able to rectify it. If you tell them to try my suggestion they will surely tell you it's a stupid one. And i can't say i totally disagree, as i did say i don't see how. But if i have learned one thing in all my years it's that sometimes something that seems ridiculous and impossible turns out to work because of one reason that it might work that you never thought of. It does have a gear position sensor, and who knows whether it is connected in both directions, not just read, if you get what i'm saying. Also consider that if it started after the 500 as you said, maybe they did something or maybe the oil they used sucks. i have zero trust in dealers and always consider them guilty till proven innocent because i've had plenty of reason to think that way. So my first thought would be they used some garbage $1 a quart no name oil. Figure if thier cost is 50% of retail, they would make about $20 extra by putting junk oil in your bike. One thing that is always associated with shifting issues is oil type/brand. Just more food for thought.
EDIT: oh yes ! Posted when balto did, but he's right...i have seen others say the same thing. Check the clutch. (then again, if the dealer didn't already they are awful lame !)