I wouldn't use the comforter, but that's just me.

I find that if I tell him he'll have to miss out on XYZ (doing something fun that we are all doing, nothing major, kicking a ball or something), that's more beneficial than taking something away as they just don't understand.

I have to sit with DS. I don't really do time out but we do calm down time in their rooms. It isn't a punishment per say but time to centre and regroup. "When you can calm down/stop being so silly etc, we can come out". I'm not fussed if he plays, he's distracted. If he's destructive though, I sit with him.

The car thing is hard. I had the same trouble. He's also adjusting to your new bub and seeing what he can make happen. I found one thing worked with DS - a backpack leash. He only had to wear it once to get the picture. I'd then throw him in his side with the child lock on so I could get DD2 in her seat safely on the other side and then go and do him up. He didn't have to hop into his seat, just play in the footwell. We also have a rule that if you aren't holding my hand and you are outside the car, you must be touching the car. Easier though since DD1 was so used to it already when he came along that it was just second nature by the time he could understand. I've seen cool stickers you can put on the side of your car with a little hand on them for that very purpose.