The aftermarket air filter won't make enough of a difference compared to stock to matter. Just run the tune for the aftermarket exhaust and OEM air filter.
These engines warm up very quickly by design ... it helps with emissions. The thermostat is right on the cylinder head - no separate housing. The entire cooling system including the radiator contains less than 1 litre of coolant. The coolant temp sensor is also right in the cylinder head, so it very quickly sees the warm-up.
That huge radiator (actually looks like a secondary radiator underneath the stock one) is for WorldSSP300 racing. $$$$$!! That's probably what is needed under race conditions with a hot-rodded engine (the SSP300 engines have a race kit installed) making more power than stock and running wide open throttle all the time in southern Europe in hot summer conditions ...