Castling is both a king move and a rook move, so both pieces can form co-squares thereby. The nature of the co-effect defines the game being played. Co-effects are mandatory. Pawn promotion cannot cause co-effects. Castling into check is permitted if the check is removed by means of the co-effect.
Friendly pieces are unaffected.
Conversion of a piece does not cause further conversion. A threat to convert the King is check. This works exactly the same as regular check with respect to guarded squares, checkmate, and stalemate. Regular check exist too, of course.