[Q] New to the ZU and Sony in general I need some help please! topic

So I'm no stranger to this but I've mainly used devices on Verizon and all of which were always fully unlockable and s-off etc etc, mainly I've used HTC devices, the Samsung devices I've used were blessed by Adam Outler, so my point is anything as far as flashing ROMs goes was just fastbooting a recovery did the trick and flashed a ROM and done. When I added a gsm device to the line up I got the Nexus 5 than got the Oneplus One, than picked one of these up for fun because love love live gigantic big F U screens haha.. So the Nexus and Oneplus were the same deal. The Z Ultra is the US LTE gsm unlocked c6806 variant stock not the GPE. So my buddy told me to dial a number via my dialer and see if its bootloader unlockable and it was so I followed Sony's bootloader unlock method and it was successful!!! Woohoo!!! But... This is where I ran in to some snags. Me being me I jumped right in to fastboot and I fastbooted Team Win Recovery the latest one 2.8.3.0 and it was successful as far as the terminal output goes, but when I tried to boot to recovery I noticed I lost my violet LED and all methods to boot to recovery failed.. I thought being unlocked fastbooting a recovery would be no problem but in my case it wasn't.. It took a day of messing around when I finally ran the ZU dual recovery with TWRP and Philz and that worked. I don't know why but it did and now I'm able to boot to both recoveries.. So I rooted with the latest SuperSU and boom I have root no problems! So now my next confusion is flashing ROMs.. I made a nandroid backup and tested it to make sure it did restore and everything was good and it was. So I went ahead and flashed the CM12 fxp build from December 31st on December 31st and flashed a Gapps package and after a few minutes and it booted up no problem. I DID NOT fastboot the boot.img from the zip first I just flashed the ROM flashed the Gapps and it works with no problem, the kernel is indeed the Cyangon kernel built on Dec 31st root@ubuntu blah blah... That's the ROM I've been on since than and have no problems and I haven't updated yet because there has been so significant changes since than so I found no need to. Why do every ROM threads state to fastboot the boot.img from the zip first than flash the ROM and Gapps? Is this for locked bootloaders only? Am I missing something? So yeah to sum it up basically, if I'm bootloader unlocked #1 how come I can't just fastboot flash recovery openrecovery-twrp-2.8.3.0.img and why doesn't that work? #2 How come when I came from stock 4.4.4 Sony firmware and flashed the ROM and Gapps without fastbooting the boot.img and that worked no problem? I'm trying to understand how Sony devices work so I don't run in to any issues. Sony works slightly different than what I'm use to. Oh also every time I looked for this flashtool people talk about the links are all bad... Please if someone can thoroughly enlighten me I would sincerely appreciate it. Thanks guys and maybe gals I looked forward to some solid replies!!! Feel free to PM as well if you'd like for some one on one if it makes things easier...