Available graphics settings depend on your GPU and graphics driver. Not knowing what they are, I cannot help... But the ALM setting is always disabled
by default in my viewer, even with "Ultra" graphics preset, since it is totally dispensable (never using it myself). With modern GPUs, you should however always be able to enable it, after the other shaders ("Bump mapping and shiny", "Atmospheric shaders" and "Rigged mesh skinning shader") have been enabled. If you cannot, the viewer log will tell you what is missing on your system (post the log if you want me to diagnose your issue). Be aware also that the "Extended environment shaders" are more demanding than Windlight's ones, and when they are enabled, they might cause the ALM option to become unavailable on some old hardware/GPUs...
Finally, be sure to close the Preferences floater with OK, else (i.e. when closing the floater with "Cancel" or the "x" button), any change done to your settings would get reverted... This is the wanted behaviour.
I don't know what "other viewers" you are referring to, but this is definitely a non-standard feature; the status bar is "normally" (i.e. in the official viewer) not editable. You may TP vertically (or otherwise) via the "World map" floater: in the location line (on the bottom right), change the third number (the altitude), then press TAB (or select another field with the mouse) so that the "Teleport" button gets enabled, and finally press the latter. There is also the "World" -> "TP to ground level" option when such is your need.
The Cool VL Viewer is also Lua-scriptable. You could easily implement a "chat command line" to TP in the Z direction, or even (with more complication) implement a full floater to add more TPing features of your own brew... Examples are given in the
Lua scripting and viewer automation feature thread and its
PDF manual version.
ESC got unwanted side effects (such as closing some floaters or the chat input line), thus why I changed the camera reset shortcut to SHIFT ESC (IIRC that was like the first or second patch I made to LL's code, back in 2007... and the Cool SL Viewer was born !).
Please see the
Cool VL Viewer features shortcuts.