Can programming a new key affect comfort control module or air bag light? Light is on for air bag and now my windows, locks lights inside don't work?

Yes. It is no coincidence everything went whacky right after they worked on it. Get it back there asap, they screwed something up. It didn't just happen right then for some other reason and don't pay them to do anything, you might have an argument, I hate confrontations like that but you have the truth on your side

I meant no at first..no to your question, programming the key transponder will not do that

under normal procedure their link gos to germany and receives info back, the tech may have not completed the process correctly, v w,s scare me any more.