Yes, this is perfectly normal. You will get your application number once you get AOR by email. This can take anywhere from 1 month to 3 or 4 months in some cases. You are still relatively early, so no worries.
I believe that in theory you can do the medical exam abroad, as long as it is done by one of the approved physicians.
Concerning the police certificate, I can't really say, it all depends on the procedure to obtain the specific police certificates(s) you need from the countries you have lived in.
Best of luck!