A few comments, and one was also about the rocks as
@bettasngoldfish mentioned. And I totally agree regarding the # of koi you have. There are those who will disagree, but those are the people who have far more experience with keeping koi and have far superior filtration [than any of us have]. I think for a pond-newbie, you need to start out very slowly and very conservatively until you learn more and gain more experience. Isn't the "rule of thumb" something like 1000 gallons per koi [or something like that]. Just as a reference [not carved in stone], here is a fish-load calculator to give you an idea......
http://www.your-garden-ponds-center.com/fish-load-calculator.html
Are you going to turn off your waterfall for the winter?
If you don't have an aerator, you could just take the "head" attachment completely off the pump, and depending on how much flow you get [you don't want to pump the water out of the pond!] just let the water bubble up. If your water freezes, all you're going to need is enough flow to keep a hole open.
And no, you don't have to take the pump out of the water if the pond is 3' deep. As long as it doesn't freeze, it can "winter" in there.