First- How do you disable achieving all checkpoints before finishing?
Second - How do I change what blocks do what in the config cause on the older version I was using it let me but now I don't see it.
Third - The plugin sets all course names to lower case letters which bothers me even after trying to change them back in the courses.yml.

Another problem I just came across - I pasted in my old courses.yml into the new courses.yml and now it says none of the courses exist

I can help you with the first point. In config.yml put:

OnFinish:
    EnforceCompletion: false

Second - you use Parkour kits. Some useful commands:

/pa listkit - to see what kits you have 
/pa createkit - follow the prompts to create a new kit
/pa linkkit (course) (kit) - to link the kit to a course

Third - This is to have the case no longer matter, in Parkour < 4.0 a course could be called "level1" and "Level1" which was annoying as it wouldn't recognise it if it was the wrong case.
To combat this I allowed the plugin to display it in whichever case you would like for example a join sign could display it as "LEVEL1" and it would still resolve to "level1".
Forth - So the plugin automates upgrading from a previous version by converting the data to a format it understands, you will need to allow the plugin to do it for you, or do it all manually which could take significantly longer.
I hope this helps.

A week with no response, and no actual bug to raise, going to close this ticket.