Yes, I was very impressed with the work done by Auto Panel Solutions. I had ordered a similar section from a vendor in Canada and it was very thick steel and wouldn't curve the way I wanted without a lot of extra work. Spent weeks with my panel beater teachers to try and make it work and still wasn't happy with the result.
The Auto Panel Solutions section was done to OEM specification (exhaust cut out in particular was exactly the same as OEM).
Yes, in my tafe course we used a heat sink (thick bit of metal behind the weld) to try and absorb the heat of the weld and prevent blow through. In my experience if the metal is thin enough, it will just blow a bigger hole and you'll chase your tail.. especially when using Oxy/Acetylene and a filler rod. If would often be better/quicker to just cut a section out and weld fresh metal in. By the time you mig up an area, sand/grind it's similar time invested.
I don't know about welding to rust converter, but once you've cleaned rust away (wire wheel or similar), then you can spray down some weld through primer. (such as uPol Weld-through, zinc-rich primer).