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The first problem is a biggy on most modern cars. They just don't provide so many easy ways through the firewall and into the engine bay these days. I'm not sure about stereo wiring, but when it comes to towing electrics, it's now common practice to run the cables the full length of the underneath of the car inside conduit. That's how difficult it is to get a power feed from the engine bay into the passenger compartment. If the amp pulls less than (say) 30 amps, it may be worth wiring it into the interior fuse box using one of the spare positions. If your car doesn't have heated seats, then that might be a good fuse position to use. My trick was to deliberately blow a fuse, nibble away the corner, solder the feed wire onto there, then wrap the whole thing in insulating tape. You can sometimes get a crimp-on spade connector to fit in the fuse box instead, but the modified blade fuse is much more secure.
The black box that you've found probably is almost certainly the main control unit for the alarm. Renault tend not to fit them at the factory and have third-party installers put them in before delivery. I'm not sure why they do this, but maybe it's to avoid the vulnerabilities of a completely standard factory-fit system. For example some of the early Saab factory alarms could be defeated and the car unlocked simply by shorting out some wires behind the rear bumper. The siren will still be in the engine bay, so if you can follow the wire for it, that might just give you a way through.
The tax disc holder is probably a mobile phone antenna. I had one in my last car, and while they're not as good as a proper antenna, they're better than nothing.
Currently in Horatio's garage:
2010 Laguna III Initiale.