The Jensen radio does not have a good reputation, but they keep installing them. :M
Yes, they only have a composite cable output (not component). The TV in our KZ has an HDMI input, but nooo, it hasta to run on a composite cable. :M
When I've got the time, I am going to look into replacing it with something decent, but the opening size is specific to Jensen from what I understand. If you do a forum search, there should be numerous threads on this, but I don't think there's a simple re&re around.
Speakers that they install in the ceiling aren't exactly state of the art either, but are easy to upgrade with something nice. Installing a surround sound setup would be interesting to do if you can find a spot for the sub-woofer and receiver.