::Re #1: Yes, that's fine, although I'll hold off until there is more discussion on #2. 
 ::Re #2: It's just personal opinion, but the redundancy in a category like "Pages with X" is distasteful to me. A category is a list of pages so it's pointless putting "Pages with" in the name. For articles, we say Category:Living people or Category:1961 births. It's not Category:Articles about living people or Category:Articles about people born in 1961. However, I'm pretty flexible and am happy with the outcome of a discussion, although I hope we could attract a few opinions. The good news is it would be very easy to change the category names (see "all_categories" in Module:Convert/text). 
 ::Re #3: Yes, only one message is displayed no matter how many errors are in a convert, but each message has it own category so there is no realistic way of putting "Convert error" last (see "all_messages" in Module:Convert/text for the full story). Looking at the wikitext  shows the category for each message. Some expected errors have a dedicated category with a fairly obvious meaning: "Convert dimension mismatch", "Convert invalid option", "Convert unknown unit". Other miscellaneous messages are in the generic "Convert error" category.