you should not get a Stall Warning in Normal Law
There's a caveat in the FCOM: you can get stall warning in the normal law if AoA probe is damaged.
Please correct me if I'm wrong but presumably the airplane would normally be in Direct Law only because of some kind of failure. If there has been a failure, what assurance does the crew have that everything else is working correctly and that the control surfaces will follow the "direct inputs from the stick"?
FCOM says so.
If it flies just like a regular airplane, why weren't they able to fly it that way?
We'll have to wait for full CVR transcript to shed some light on it. Methinks that shock from experiencing the stall in "unstallable" aeroplane may prevent crew from noticing "USE MAN PITCH TRIM" caption on top of their PFDs and acting accordingly.
Regarding the AoA readouts it seems that we're either looking at simultaneous failure of two independent systems or perhaps failure of single AOA vane that was mistakenly crosswired to feed two GNADIRS. Slight difference in values might come from GNADIRS being differently calibrated. Whatever happened, our colleagues were extremely unlucky to experience it. However, testing stall protection at 3000ft ASL is pushing one's luck too far.