2006 Subaru Impreza. Oil warning light stays on dimly when starting from cold but fades as engine warms up to normal running temperature. I did an oil and filter change about 2 weeks ago. Oil level on dipstick is fine. Should I be concerned?

The service manual calls for 5W-30. Full synthetic would be your best bet on oil changes with a OEM Subaru oil filter and new gaskets (o-rings). Depending on your area (hot or cold), the viscosity rating of the oil you use can vary to off set efficiency in the hot or cold temperatures.

Sounds to me like an inspection of the fuel lines and fuel tank need to be done. It could need replacement fuel lines depending on how many miles you have on the vehicle

could be cold oil in the power steering making the pump whine or in the transmission
may be a transmission oil change or pump oil change could point to the problem

Had a related/similar problem with my 1995 Subaru Impreza; cooling fans would come on and check engine light would illuminate (while fans were running). Problem resolved with replacement of coolant temperature sensor.

Rebuilding the engine is the only true cure. Be sure that the engine warms up without driving it. In other words, don't put any excessive load on the engine while it is cold. Once it warms up, the piston, rings, pins, etc. will expand from the heat. This is why you only hear slapping when the engine is cold.

the check engine flashing means the engine is misfiring and can cause catalyst damage ,have it looked at right away,lots of problems with ignition coils and ignition wires causing misfires

Its probably your lifters. They get gunked up and start sticking. Get some Valve Medic or similar valve treatment and add it to the oil, it should help disolve that gunk.

I could not find a code for the neutral switch . The neutral safety switch only works when you start the vehicle, so it will not start in gear. I would take the car to another shop for a second opinion.

Sounds like a sensor is breaking down under heat of engine.
Try the Crank sensor (under the alternator at front of engine with a 2 pin multiplug attached. Or the Cam sensor (more likely) placed behind the oil filler neck and looks the same as the crank sensor. Breakers should sell you these for approx £20 each.
If no joy let me know.
Dan