@Hillbilly The page you have linked for your display is their whole lineup so I'm not sure which one you have, but judging by your config it should be an easy fix. I have a similar display that they give me almost identical settings with.
The main issue is that you've been given a bunch of text to copy and paste without any explanation from the supplier. To top it off, what they've given you is erroneous and based on an old config. This is a great resource for figuring things out and checking whether your /boot/config.txt settings are valid and have the proper syntax: https://www.raspberrypi.org/documentation/configuration/config-txt/README.md . If you bought it off a place like Amazon, there's a good chance someone has posted the correct options in their review.
Long story short though, you should replace the last section that was added after overscan_scale=1 with:
hdmi_group = 2
hdmi_mode = 87
hdmi_cvt=1024 600 60 6 0 0 0
hdmi_drive = 2
This will properly set the resolution to the display if it indeed the correct resolution by putting the equal signs next to cvt and actually setting the option. group 2, mode 87 lets you set a custom CVT that is 1024x600 resolution @ 60 Hz with a 15:9 (6) aspect ratio and no margins (0), progressive (0), and normal blanking (0) described in https://www.raspberrypi.org/documentation/configuration/config-txt/video.md . I also find it good practice to put each option where they make sense only once so it's less confusing and doesn't cause frustration when you're changing one and then further down the same option is overriding your changes so I would recommend moving them back up into the config.txt to replace the others.
To remove the black bars, you can uncomment (remove the hashmark) from disable_overscan=1. You also more than likely won't need config_hdmi_boost=9 so you can probably comment that out.
Not super versed in audio troubleshooting. If sound is working in games, I would've thought it'd also be working in EmulationStation. Hopefully the previous mention of setting hdmi_drive to 2 will fix that. It's not making little clicks when you move around in the menus? Does changing it around from Auto, Headphones, and HDMI have any difference on whether you can change the volume? You might try using a keyboard to see if that helps or updating RetroPie through Setup.
Imagine you've tried all the Bluetooth options while getting Protocol not available? If you're trying to connect to speakers or headphones you'll probably have to follow a tutorial to add that functionality. I don't know if things have changed with the Pi 4, but I remember being rather frustrated when I finally got it to work and just started over with a new RetroPie image without it.
I hope at least the part explaining the config.txt options has been helpful to you.