This is what I did:
I removed the negative battery pole, disassembled console components, ashtray, etc, in order to reach the faulty cd changer in order to replace it with a new mp3. I haven't managed to go any further so I put everything back, connected the negative pole but when I tried to start the engine, the DSC OFF lights is constantly blinking.

I did a quick search and found that this happens if you press the button for more than 2 seconds.

What does this mean now?

You have to reset. The manual explains it
Turn full left then full right.
It happens when ever you disconnect power.

Furthermore, I found this:
Turn the car OFF, move the key to the "ON" position, turn the wheel clockwise fully, and then counter-clockwise fully, start the car.

I followed this procedure once and the light went off but another yellow light went on (don't know the English name) and couldn't turn on or off the dsc. I repeated the procedure another time and then it was fixed.

Is this normal? and why does this happen, maybe due to battery removal ?

Yes, due to the disconnecting of the battery, the systems need to be calibrated again. just turn the steering wheel full left then right. The lights should go off. There should be 2 lights, one is DSC OFF, and the other is the traction control light (car with curved lines behind it). Do the left/right procedure and you will be fine.

Furthermore, I found this:
Turn the car OFF, move the key to the "ON" position, turn the wheel clockwise fully, and then counter-clockwise fully, start the car.

I followed this procedure once and the light went off but another yellow light went on (don't know the English name) and couldn't turn on or off the dsc. I repeated the procedure another time and then it was fixed.

Is this normal? and why does this happen, maybe due to battery removal ?

FTFM PLEASE !

I MEAN PLEASE ! I BEG YOU !