The differneces between the 04 and 06 are mostly cosmetic: Redesigned center consol around the shifter, as well as a slightly modified center stack in the dash. That, and updated tailamps out back, along with differnet badging. Mechanically, the cars are identical. The biggest differnce with the 05 and 06 cars is the software.. While the mechanical equipment is very strong, the software in 04 needed to be fine tuned a bit. These cars, like all Volvos sense 2001, are networked, so the introduction of the R's aggresive engine management software "Suite" if you will, took some time to intergrate into the rest of the network software.
The 06 R's do come with the 6sp auto, though you can order either and S60R or V70R with a sweet 6sped manual transmission, and save $1200 in the process. In regards to the Bluish tint in the leather, it is supposed to be there. Its called "NordKapp" I like it best as it matches the Blue theme present in the R cars... gauges, engine covers, dashboard stitching, etc.
You may be able to add the rear child locks, as the swith for this is available from the dealer.. I imagine its a matter of installing the software to recognise the switch.. but I'm not sure on that.