I don't think they will let you. I have a very good relationship with my dealership (I detail cars for them) and they still made me remove the plastic at the dealership to ensure there was no shipping damage. They did let me leave all the interior plastic on. It took me literally ~3 minutes to remove the exterior plastic; it peels right off, so no worries there.
RE: the plastic/trim; yes, you can treat them exactly how you treat your paint with the zaino products. I use Z2/Z5/ZCS on every surface of my car, paint, plastic, lights, trim, exhaust, wheels...everything but the tires. I do seal windows, but do not wax them as they tend to streak, so if you do use Souveran or P21S remember to skip the windows, lights, trim...stick to the paint.