Can't help with the air bags as I haven't needed to investigate them, but with regards to the chip, I would look to the exhaust first, then look to the chip. The reason being is that the chip will increase your exhaust temp by a fair amount if you use all the extra power available, especially in 4th or 5th gear, and if you aren't careful with the your right boot you could melt things down before too long.
I haven't seen the stock exhaust on the 2.5 Nav, I know the D40 runs a 2.5" mandrel bent system at least back to the main muffler, yours may also, if this is the case all you might need to do is remove the muffler and replace it with a bit of matching pipe, or if you want to keep it quiet a straight through muffler.
With regards to the chips, DP Chip is your safest best, I believe they offer an engine warranty (I don't know the exact details of it) and from what I've heard are very good to deal with.