When you put a full exhaust on, the turbo spools easier. Boost control is actually pretty slow, so with the OEM values, it's real easy for it to overboost. The boost pressure may also oscillate, because it's over/under correcting. For it to be smooth and safe, you need to adjust the wastegate tuning. A "cheap-prick" option would be to put a $15 eBay manual boost controller on it and #yolo.
And no, the ECU can't adjust itself for much. Fuel/Air ratio at idle and low-load is about it, fuelling isn't (generally) adjusted at all for higher load/RPM.
Knock compensation only happens when something bad is happening, and it's trying to stop hurting itself. It's also trying to get the best performance, so it'll keep hurting itself a little bit all the time as it rides on the edge of knock.