Hi Gary!
Welcome to the wonderful world of the 928!
I am not qualified to answer your questions although I have enjoyed my 928 for over 3 years. As for the psd light - it is meant to come on briefly to indicate that the system ( a sort of limited slip differential) has just tried and (unless you're in a ditch) succeeded to keep the car on the straight and narrow! I would guess that if the light comes on and stays on it is indicating that there is something wrong with the system. The judder could be connected or not (to the psd) and the window could be a fuse, switch or motor. Now for the real answers go to Rennlist.com, the 928 forum. There is a huge amount of technical information there and if you register (for free) you will be able to ask questions and receive answers, suggestions, solutions and possible fixes (if you are a d.i.y. guy - this helps hugely in reducing the 928 maintenance/repair costs which are otherwise not for the faint-hearted) from the friendliest bunch of guys.
I love the 928, love driving it, but I would say, based on my limited experience, that the cost of buying one (whether you paid £1000 or £20000) will, certainly in the long run, be the cheapest part of 928 ownership.
Don't know which 928 you have but, gasoline consumption on my 5.4 litre engine is the same as on my VW Passat - about 225 miles to the tank. Clearly you get better mileage on long runs and if you're light footed.
By the by, I am not trying to sell you a Porsche Club membership but owning a 928 you will need the parts and might even use a Porsche dealer for repairs? In either case you will find that the cost of the PCGB membership is soon recovered from the parts and labour discounts you will be getting, especially from Porsche dealers. My membership has paid for itself many times over and of course you can also get some useful advice from the Porsche Club 928 Technical Advisor.
In the meantime have a look at Rennlist.
all the best
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