Can't help with your burning smell as my car is petrol and not fitted with dpf.
However, the power windows do need reprogramming when they don't operate properly as per the Owners Manual which should cure the problem until it happens again. Which sometimes for some odd reason it does.
For the seat belt warning, turn on the ignition without the engine running and fasten/unfasten the seat belt buckle until the seat belt warning light on the instrument pack begins to flash, you might have to fasten/unfasten 3 or 4 times or even 9 times Once it flashes, fasten/unfasten once more then turn off the ignition. The seat belt audible warning should now sound; be aware this warning is speed related and it wont sound at slow road speed.
B-Max Titanium 1.0 125bhp manual City Pack.