1.
Its normal for the cruise control to stay on in this situation it would seem as both my old FR TDI and my new Cupra do this too.
2.
Check your oil level mate, it could be nearly at the Minimum mark on the dip stick as if its low, when cornering fast the oil will run from one side of the sump to the other making the car think its running dangerously low on oil.
Don't be alarmed if the car uses a bit of oil my old FR TDI was driven VERY hard and used a little bit between services.
HTH