Before the setup, the low strings were "rattling" or buzzing... quite hard, if i strum them hard, and it still is like this after the setup... is it normal?

If right now, the strings are 9-42 and i guess they are setup for that gauge, then if i change it to 10's, should i have it looked at again? or is it fine?

the sustain is not as great as i imagined it would be... neck thru and all, and when i bend a high note, it stays loud for like 2-3 secs, then becomes soft (not gone), i can still hear it but it doesnt stay loud for as long as i hope it would.... any other classic owners out there that can say what theirs is like?
as far as the buzzing, they did a ****ty job. But if you wanna sustain a note, you should check out the Boss Compression Pedal, it's a sustainer, which means it will do what i think you're wanting your guitar to do.
does that have a floyd rose? i have a shecter c1+ no floyd and it came with perfect set-up. string guage wouldn't effect set-up with a non-floating trem. as far as sustain goes, what pedal/amp set-up do you have? use the guys comments above and you'll probably want something else to add more drive. (tube screamer)
all schecters are set up for 10's so that may be your problem
Well, electric guitars aren't meant to be played acoustically.
Unless you can hear the buzz through your amp, then I don't see what the problem is?

I mean, my SG buzzes quite alot acoustically, but isn't heard through the amp.
Whereas my other guitars don't, either way it's not really a problem unless it's heard through the amp.
Also, alot of the sustain comes from technique, you'll need to practise haha
But your amp is responsible for some of your sustain aswell.
You should change the string gauges to 10's or 11's (11's are prolly the one that is suggested), and also are the strings hitting against the fret board hard at all?

Sometime the string hit the fret board, giving it a twangy, buzzy kind of sound.

Good Luck!