Once a phone gets old, it tends to operate in sort of binary way: Instead of using intermediate power states it flips between max frequency and load and idle states(300mhz or inactive cores in case of the S5). Which is bad for the batter...
AFAIK the popular Broadcom Wifi/BT combo chips have FM radio support or can emulate one via firmware and GP ports. But some external hardware and wiring should be also necessary and missing on the S5.
Seemingly there's no more an independent standby or lock timer in addition to the screen timeout. And Smart lock seems to require a gps fix in order to bypass pin entry, which is just nuts when in a building.
For the second issue i would ensure that in developer settings the (re-translated) option "Always allow apps to use external memory" is set.
The first problem reminds me of the timeout issues i frequently had when transferring files via a sync sof...