2510 Diesel Questions

[JWG]

I recently purchased a used 2510 diesel Mule. I have previously owned gas Mules so this is my first experience with a diesel. It is a 2002 model and it had 913 hours on it when I bought it last month. Although the previous owner told me all the service was up to date I decided to do all the routine maintenance per the owners manual so I would be certain. I have completed all the routine maintenance including oil and oil filter change, fuel filter change, replaced air filter, adjusted valves, adjusted idle speed, adjusted throttle pedal play, changed front gear case and transmission case oil, etc. It seems to run good but there are a couple of issues that concern me which may be normal for a diesel but since have no previous experience with diesels I don't know. First, it seems to idle a little rough and there is some vibration while idling. Second, I can feel heat on the back of my legs while driving. Seems like hot air from the radiator fan underneath the seat is blowing through the 2/4WD selector hole under the seat. The third concern is the fan belt cover and water pump fan cover are missing on the machine. Evidently the previous owner removed them and I didn't realize they were supposed to be there until after I started working on it. My question is - are these covers functionally necessary for cooling or something or are they just for protecting the fan belt and water pump fan from debris?

Thank you in advance for any feedback.