I had trouble the first time I built the AE shocks, mainly because I rushed it.
Take your time. Use green slime on all the internals, works far better than the shock oil. Use fine sand paper to smooth down all the burs on the spaces and pistons.
As for the bleeding I still have a little trouble, its just messy. I also found that using the tools to tighten the shock caps caused bleeding as it destroys the rubber seal, just hand tighten them and the seal will do its job.
The diff is cake. Set it as it says in the manual and its perfect.