Is there a file that contains all my personal settings that I can transfer over to my new map, so as I don't have to set it all up again?

How about you check the tutorials? ;)
I guess you mean your favourites?

Ok, checked tutorials and coped over mapsettings.cfg.

Is there any way to get the "Warn when near POI" settings to work on the new map (speed cams) without setting them all up again.
Thamks

Not sure if it is included, but try the settings.dat in the root of the device.