Hey Filth Monkey, I remember you well from M5board when you added the M6 to your M5.
You will find that the engine torque improves once past 2000 miles, the engine is still a little green at the moment, so don't worry about any lack of low end torque.
If I were you I would be generous with those running in instructions, give it full throttle for short periods once the engine oil is warmed up, it really is a very strong engine in my experience and deserves to be treated firmly.
Whilst you noted a linearity to the accleration below 5000 rpm, it basically erupts from 6000 rpm until 8500 rpm. I was comparing it with an M5 and M6 a few weeks ago in wales and in my opinion the M3 accelerated harder in those last few thousand revs than either M5 or M6.
It's a great engine (the centrepiece of the car) so I look forward to hearing your reports once you bed it in.
p.s. just to add to your comments on Jerez Black, it is basically very similar to Carbon Black however there is more blue/purple than Carbon Black and therefore it has a stronger hue, particularly in sunlight.
Fox red looks exactly like the colour of a fox, so in some respects that makes it look like a brown with some red in it, rather than red with brown (if that makes any sense!)