I believe that in the first game, Pyreflies were termed to be "reactionary" as opposed to having their own entities. Yuna said to Tidus that one can see his mother, because of his memories, not because she was real or any other reason.
I, for the most part, agree with the rest of your points.
Maechen was probably invited, if not at the Chateau, then definitely on the Airship. No one seemed to be all that shocked when they ran into him, showing some form of foreknowledge of Maechen's presence without something out of the ordinary. Or it's one big plothole, as fills the entirety of FFX-2.
By definition, an unsent is someone who has neither gone to the Farplane, nor accepted their death (IE, they had something left to do). Once you get to the Farplane, it doesn't matter WHO you are, you are no longer an Unsent. Maechen and Auron both fulfill this criteria. As such, there's no such thing as an Unsent in the Farplane. The whole definition is based on an exclusionary theory. You can only be one and not the other. Yuna has memories of Auron, Jecht, and Braska, alllowing them to speak.
There's no real, concrete reason to believe that either one could teleport through walls, unless you gain experience for being unsent. Considering that Shuyin and Maechen are of similar time periods, it's not impossible. Also Pyreflies seems to be able to permeate anything.
Or he's a jerk and just didn't damn well feel like it.
Renmiri, I think you're separating your FFX and FFX-2 knowledge bases too far. Your SCVs aren't in your Marines' Bunker ranges! You'll get ganked by a bunch of Mutalisks, or get Lurker/Reaver dropped!