'Basic' feature questions. Am I missing things or don't they exist?

1. The misconception here is that the Edge 1040 is a navigation device. It's not, it's a training computer and navigation is only one of many functions and thus by far not as sophisticated as in a pure navigation device. It's focused on riding a preloaded course, detouring counts as an exception, not as something people usually do.

2. Garmin is known for their rather anti intuitive and cumbersome GUIs. Unfortunately you really have to hit the small back arrow repeatedly.

3. I let others answer that, maybe something can be done by connecting to a PC or by glueing some tape to a specific place. In general I find the volume okay because in descents I wouldn't hear it if it were quieter but that's my personal opinion.

4. Did you make sure that the activity profile you use for riding and the profile were you have disabled the auto lap are the same?

"1. Detours/via points."

I don't use "Turn Guidance" much as it seems to almost always do something odd. But if you want / need to use it then look at and try to understand Menu > Activity Profiles > (Select a Profile) > Navigation > Routing >Course Recalculation & Route Recalculation, these two determine the behaviour when you go off course, personally I find Course Recalculation = Auto Pause  (Pause the Navigation not the Activity) And Route Recalculation = OFF works best for me. I then use the course line on the map and the followed route line to find my back to the intended route.

"2. Shortkey back to activity" Is there a quicker way to get out of this menu structure?

Yes, if you press & hold the Back Arrow (Top Left of most settings screens) it will take you back to the main screen (ie the one with the Activity Profiles scrolling at the top and various Glances etc

"3 the only options are off  or loud"

Despite years and years of user suggestions to do something different this is the way Garmin likes it and the customers can just go elsewhere if they don't like it.

"4 custom laps"

As Jan_Mantau says it is there somewhere, Alerts & Prompts are a per Profile setting so you mayy have removed it from one but missed it elsewhere, the specific "at 10kms" is a Garmin favorate and often gets installed by default even by software upgrades.

There is a long learning curve with Garmins but after 10 years or so you will almost have it?

Good Luck.

Hi Jan, thanks for your reply.

There indeed seems to be a misconception about the Edge's navigational focus. I read it at English reviews but even worse: In Dutch (web)shops it is even located in 'bike navigation' categories. 

Good to hear I'm not alone in my frustration about the Garmin GUI. 

Thanks for the tip about the tape. I'll try it. In my rides I mostly pass some semi-urban area's with quiet bike lanes. There's a totally different need for volume. 

I haven't found out the hidden laps but its probably because of preloaded workouts.

Thanks for your reply.

I'll try your reroute suggestion.

Thank you for the press and hold suggestion!

Haha there's a learning curve and a stubborn ME that's thinking "this is expensive gadget seems to be functioning like its 2005, surely it's my fault?". As usual the truth will be found in the middle.

I think I know where the custom laps originele from. Could it because I am riding course made in Garmin connect?

I partially have to agree on point 1), however that is also the main thing that keeps me away from buying an Edge device. I know all the pros and cons when a head unit is compared with phone (navigation). 
Garmin being a pioneer and market leader in navigation should ALREADY have implemented this feature. It is not rocket science. You point on the map, 'Go here'. Fine. Why is it such a big deal adding another point which them becomes a via point? Just recalculate the route, elevation whatever. I am not a developer but it's 2010s or earlier computing. 
I still lack a lot of stuff like moving maps easily, zooming out and having a detailed way but I can justify those by accepting that would increase battery and storage requirement. 

Fact is, we're just spoiled by other current navigation technology.  The 840 is an amazing navigation device by the standards of a few years ago.  I remember when we got the Edge 705 ~2010 and were blown away by it.  But yeah, compared to nav on Apple and Android phones it is pretty clunky, and the screen is small, dim and low res.

I agree to point 2. The unit would be much safer to use while riding if there were an easier way to get back to the map.

For point 1, I use Komoot when I'm in that situation. It's probably not exactly what you want because it involves using your phone, adjusting a route or creating a new one and then synchronizing it to the Garmin. But Komoot in my opinion works best for editing routes on the phone because it's waypoint-based and the order of waypoints can easily be changed.