Yes, totally trusting the claimed url is a potential issue, and e.g. my own webmention handling code only allows it for a whitelist of trusted services like brid.gyi, where I know they intentionally pretend to be a different domain. I'm not involved with the Wordpress plugins and their development, so I don't know what rules those follow here.

Regarding the mentions vs replies, they have to be clearly distinguishable to avoid misunderstandings (see e.g. this example from the Indieweb wiki for how it can go badly), and since it isn’t clear how important a mention is, many prefer to have them displayed as compact as possible. That said, if you prefer it differently I’m sure the plugin devs will add an option for you or tell you what to modify if you ask them for help.

From my understanding, neither the Webmention nor the Semantic Linkback plugins are responsible for setting up microformats markup for your page, they merely add some aspects of it that are part of their responsibilities. Ideally, this is handled by the theme, and there is the microformats plugin which attempts as good as it can to inject the correct markup, but is limited in what it can do. The Indieweb chatrooms (available via IRC, Slack or a web interface) are probabably the best way to get help with that. I'm happy to help figure out what's wrong with markup, but don't know enough about Wordpress to directly help fixing it.