The Haltech E11v2 uses a Map Sensor, so no need for an AFM (My R33GTST is running a 3 Bar Map Sensor) - I still have an AFM in place to keep the engine bay looking stock-ish. By the sounds of things you need your cold start tune to be looked at, and having the rest of the tune looked over wouldn't go amiss.
I have a bit of rev hunting issues with my car, my tuner says its down to my Nismo 740cc injectors - too big for my application, and too hard to control down low in the rev range. As for fuel usage, sounds about right, i am using about 15l/100km with ~260rwkw @ 15psi.
Best option is to take it to a tuner, put it on the dyno with a wideband sensor and have the tune touched up, as i think with running a MAP tune they are more vulnerable to environment change then the AFM tune - I think i remember reading that somewhere.