I have both of the issues you describe.
Unfortunately, while the kernel panics will most likely be fixed eventually (10.15.4 is a complete shitshow, even by Catalina standards), it seems the dGPU is actually working as designed with the high idle power draw. If you search for “navi multiple monitor power draw” you can find reports of desktop AMD cards that predate the 16” MacBook Pro that exhibit the exact same behaviour. It’s something to do with memory clocks and mismatched resolutions/refresh rates between monitors, and I very much doubt it will ever be addressed via software (if it even can be).
Very annoying as it causes the fans to spin up audibly when you put it under the slightest stress.
Like you I don’t know what to do. I’m able to return it due to the extended return window they have currently, but I have absolutely no intent of switching to Windows or Linux.