You can enter Service Menu on Xperia devices with code:
It is very kind of Sony that they created an easy way to unlock Bootloader of Xperia Android Smartphones. You can now customize your phone firmware and OS :-)
I have just bought next inexpensive Xperia M5 phone with pretty nice hardware. However I already found those things to be missing or deliberately removed:
Update regarding USB OTG – “it’s not a bug its a feature” – after you connect a USB device using OTG cable you need to run “Detect USB device” application that will make OTG work. Considering security this may be a good choice to allow external devices by hand.