Conversation containers does send a 'Remove' if something is removed from a collection. But we typically don't waste resources on spammers, so we don't necessarily send a 'Remove' if we decided not to add it in the first place (perhaps due to comment controls, permissions, or blocks). You can send these as Remove activities if you want, but please don't force me to do so.
If you've fetched a conversation collection, it would be most common to do so in order to cache the conversation locally. In this case storing under local entities is going to be much more efficient if parents are stored before their children, so the InReplyTo can be pointed to an existing stored entity. If you do it backward, it's kind of awkward.
That said, our implementation of Collection objects has a flag to reverse the returned item order. So as long as the order is defined and isn't going to change, I don't actually care what it is; beyond the storage efficiency mentioned above. We need to sort it how we want after fetch anyway, because that's just basic input sanitisation.
It would seem most natural to me to send the collection in "thread" order - start from the root and recursively traverse every branch/leaf encountered. I'll mention this for consideration -- but again I really don't care.
We normally do full activities, but after some prodding, I've begun implemented the forth-coming FEP about context vs contextHistory. So now the default context is objects for Create|Update|Delete Note|Article and activities for everything else, and contextHistory is full activities for everything associated with the opening post-of the conversation; but what a nightmare...
We do not typically provide URLs as collection members, because you may need a signed activity to access and validate third-party objects which have source access control enabled.