but I cannot get back to the scenery unless I click the "x" for exiting the menu explained in page 24
That's how you are supposed to exit from that dialog, the "x" is there for a reason...
The ground services menu does not appear when I click Ctrl F12, but only the menu for change parking/service
That's because you weren't parked when you called GSX.
The only way to resolve this is to "warp me there"
That's normal, GSX obviously consider you parked when you park in the middle of the parking. If that parking was made too small by the original designer, that would both explain why you got the "too small" warning initially, and why GSX might consider to be outside of it, if you are not in the center.
But of course, you can also fix this from GSX, by setting the scenery Radius instead. As explained in the manual, the Max Wingspan parameter controls ONLY if GSX will allow you to park a specific airplane. The Radius will take precedence on the one specified by the scenery, and will also control vehicles placement and the parked/not parked range detection.
and the aircraft position closer to the gate (where the warning "Too Far" appears".
That's because GSX doesn't know anything about a docking system coming from a 3rd party scenery. In fact, you should probably disable the marshaller, on 3rd party airports that comes with their own docking systems, because they surely will never agree.
When I click for the catering service, a message appears telling catering service is not available for this aircraft.
That's because you are probably trying to use an unsupported airplane, without having made a configuration for it. Again, all of this is clearly explained in the manual, please read it.
If, instead, you are using a supported airplane, be sure you haven't change the configuration that comes with GSX with a wrong one, which can be done using the "Reset" button the airplane configuration window.