I guess US version has swastika while EU version nicht... and region code thing?
As for your other questions, in Nav training, hit "M" key to read the radio messages from BdU. As for gramaphone, you must check on "music" in the option. This then force the game to play the "BGMs" and you may not like it. (I don't). In this case, the simplest way to cut off BGMs are delete those files in "music" folder. Just Do NOT DELETE .cfg file in the directory.