i can answer a few of your questions. Bridgy Fed requires WebSub, Atom, and WebFinger because they’re key parts of OStatus, a federated social network protocol that predates ActivityPub, which Bridgy Fed also supports. notably, when i first launched it, Mastodon only supported OStatus, not (yet) ActivityPub.
on using your domain as username, there was lots of debate over that, on both sides. the main reason i chose it initially is that some OStatus and ActivityPub services, including some earlier versions of Mastodon, demote or hide the server domain, so sometimes you only see the username. if that was just
@me for Bridgy Fed users, that would obviously be confusing and not ideal.
re the content warning behavior, that’s an unusual non-standard Mastodon behavior that i haven’t yet chosen to cater to. i’m open to more thoughts.
this may be the same problem you’re seeing with replies that get backfed to your site, or it may be something else. as far as i know, Bridgy Fed is handling reply backfeed ok, but feel free to file a bug if you can reproduce it!