Welcome to the family! I am sure you will enjoy your machine. I bought a 2018 UXV 450i in March and have really been having a blast with it. I don't think you can beat these KYMCO side by sides when it comes to value for the price. I got a nice deal on my leftover 2018 unit and hope you did too.
Regarding the shifting issue, this seems to be common on all these side by sides. You likely notice the problem is worse whenever the machine is on an incline. Basically, if gravity is putting tension on the drive shaft, the machine won't want to shift. You can get around this by giving a little throttle as your dealer recommended or simply rocking the machine back and forth as you try to shift. I literally just wiggle in my seat and that usually does the trick.
With my machine, I find that it will normally shift with no trouble whatsoever if I am on relatively flat ground. However, others have said they have trouble all the time. So, maybe it varies from machine to machine. Others have said they have noticed that the shifting gets easier with time, and also that it seems to shift more smoothly when using full synthetic oil. I recently did my first oil change and put full synthetic in and I do believe the shifting might be a tad easier than it was prior.
As for "when to use park," that's ultimately up to you. However, the only time I use it is when the machine is parked in my garage on level concrete or else on the trailer. All other times, I just leave it in whatever gear I'm in and use the manual brake. I'll leave it in high or reverse or whatever if I need to get out to grab something. I just engage the brake and get out. I don't really use neutral very much at all.
