How do I lock the Fn Key on a Predator x17?

Then there is simply no option to lock the Fn key, wait for a new BIOS version release that includes the Fn lock option.

Ambient light sensor control is in the Intel Graphics Command Center and in Quick Access app (only works when plugged-in), read also the link below. Brightness control when on battery: is perhaps the Battery Saving mode turned on? This may be a custom Power Plan setting issue, reset Power Plan to factory defaults and use High Performance Power Plan. That should also solve your last issue to change the laptop performance when on battery. IMO, none of these are valid reasons for returning a recently purchased laptop.
https://support.microsoft.com/en-us/windows/content-adaptive-brightness-control-in-windows-292d1f7f-9e02-4b37-a9c8-dab3e1727e78