The things that sound too loud will get more comfortable in a few weeks. I also had severe hearing loss before i got my first one, and the longest lasting adjustment period for me was about high pitched sounds that sounded fuzzy, like a blown speaker. My ears were the blown speaker! 
In about six months i noticed everything was super clear.
My Audi confirmed that she usually adjusts new aids a bit louder, so i told her after the first setup to tone it down a bit, and its been at that level since, also it FEELS comfortable, its been 8 months now. They can readjust later if necessary. Hope this helps.
So nice to read this as it parallels my own experience (first timer also, 9040s also) so exactly. I was Darth Vader too! And people were shouting at me! My colleague eating a raw carrot was the loudest thing ever! And yet within a week, my brain had decided it liked that new normal, and now when I take my aids out itās like everyone is talking through a pillow.
One additional thing you might want to consider: do you have the āhifi musicā program installed? I didnāt like the way music sounded on the general program (very tinny) but a combination of installing the hifi music program (which can be done in a remote fitting - you donāt even have to go back to store for it) plus adjusting the graphic equalizer thingy in the app really helped me for that.
When you first start wearing hearing aids, it is important to be patient and give yourself time to adjust, you knowā¦ Your brain must adapt to new sounds that may have been unfamiliar to you beforeā¦ Plu, itās important to wear your hearing aids every day, gradually increasing the amount of time you wear them to allow your brain to become accustomed to new sounds and sound intensities (do not forget!) Remember the sounds you hear with new hearing aids may sound unusual or loud at first, but you will gradually get used to them.
I had my audi set my HAs a little lower than what he considered āfull volumeā at first. As I acclimated, it got bumped up the rest of the way. If yours have any volume controls (physical or in-app) you can deal with this yourself, but otherwise donāt be afraid to have the audi make an adjustment that can be easily changed back after a couple months (or whenever youāre ready).
Early on, I trialed a pair from Cleartone and theyād set the things so high I couldnāt tolerate it. Rustling leaves were maddening, closing a door sounded like a gunshot, and the squeaks and rattles that appeared in my vehicle were very unpleasant. I returned them before the 30 day trial was up. To this day I think that audi had them set too high for my hearing loss.