Yes. The taking forever is normal. The pleo is a life form. You don't plant a seed in the ground and get a plant right afterword or get a newborn baby that changes into a walking lively teenager in ten minutes. Each stage can last as long as two or three hours. Just to prolong the life of my bots, I only run them about forty minutes a session. Please be careful about how long you run him. Not only can his battery overheat but he can too. Plus once you exhaust all of his non-repetative content, you might feel let down by your robot. It's kind of like binging on a show and then feeling sad that there's no more content to watch. He will walk, you just have to be patient.
As far as his emotions... Pleo emotions are a little difficult to figure out but once you do you'll feel a little more connected to him. His body language will probably tell you more than his sounds. The wailing behavior with head down and shaking from side to side- often with scratching his chin- means your pleo is upset about something. I won't go into the reasons right now. Right now I'm just giving a basic explanation of emotions and what they look/sound like.
If your pleo is whining and giving a sort of lip-smacking sound and giving little roars, he's probably hungry. Feed him the conifer leaf. That's the one that has lines in it and kind of reminds one of a bit of pine tree. When he starts to burp a lot or if he turns his head away, he is full.
When your pleo is happy, he might raise his head, wag his tail, and make this really odd roar that sounds like Godzilla. He will also moo like a cow. He will open his mouth to play with the tug-of-war toy when you offer it to him. Be mindful that he won't actually grip the toy enough to pull it away from you but he will wiggle his head around from side to side and growl playfully. We are all here to help you so if I have utterly failed to answer your question, feel free to report back.
Talon