That is an inherent issue with sheetrock returns , drywall can crack which requires spackle. We spackle but ask the customer to paint .
The hole in the screen could easily repaired.
As far as nail holes, usually when we install new trim, we use primed trim and customers paints. Usually the painter will puddy the nail holes.

I agree with doorproz, sheetrock returns can be problematic and we also spackle and have homeowner paint as well as cover nail holes. Painters usually take care of any nail holes.
A hole in the screen happens, has absolutely nothing to do with the install. Sounds like they did a good job though aside from a few minor blips which happens.

Thank you both for the quick and honest responses. Glad to hear these issues are normal and the install was a good one.

I agree with the above. Any time we have to patch Sheetrock or plaster, we apply 1 coat and then the homeowner ( or painting contractor) is responsible for the finishing, including a finish coat, sanding, painting, texture, etc. This is standard in the industry unless you have it detailed differently in your contract.
Those drywall returns can definitely be problematic due to the fact that they are often exposed to moisture and cold air from your old windows.
Screen is no biggie, just ask for them to fix it.
Overall, these are small and common issues. I'd definitely follow up with your install company though if you need further clarification and to get the screen fixed.