Hi Tim,
Welcome to the forum!
Happy to hear you are liking acados so far!
Regarding your first question about rate constraints, I would point you to this thread Implementing rate constraints and rate costs
Regarding your second question about parameters, the syntax you mentioned i.e.
ocp.set('p', value, stage);
should be correct to update the parameter values statewise after creating the solver.
It only seems that you are passing symbolics but it should be numerical values.
Best,
Jonathan