Yes, that's all normal. They are the bumpstops. On the Model 3 the dampers have very little travel before they ride on the bumpstops, which then act to increase the effective spring rate. It's this design which is responsible for some of the harshness and instability when the car is loaded up in a bend or over large undulations and bumps.At the rear on each wheel I’ve found these on each damper. Should they be there is the question? They are about three inches long and compress slightly under pressure from my fingers?
The only way around it is to fit aftermarket coilovers with better damping and more travel.
I still think you need to give it more time. Springs and bumpstops will become a little more compliant the more they're used.