How are the "blocks" constructed? on my mining pool I can see blocks being constructed out of transactions, and I know my miner is guessing numbers and when a block is finished the Nodes all get a copy of this new block and the transactions within it, but what part does the fitting of these transactions into a block?
Miners (or mining pools) build a candidate block and then they solve the proof of work problem which is actually finding a number.
To build the candidate block, miners are free to include any valid transaction and they usually prioritize transactions based on their fee rate to maximize their profit.
For instance, I consolidated about 30 UTXOs the other day and could see it on Mempool as a consolidation, what part of the Bitcoin machinery is this done on? the Miners, the Nodes or something else I haven`t heard of yet?
Once you broadcast a transaction, it's sent to some nodes. Those nodes validate your transaction and if it's valid they put your transaction in their mempool and then send it to some other nodes.
After a few seconds, your transaction almost all nodes should have your transaction in their mempool.
Mempool is like a waiting room for unconfirmed transactions and each node can have it own mempool.
Miners (or a mining pool) pick some transactions from their mempool, build a candidate block and then try to solve the proof of work problem. Once a miner (or a mining pool) mines a block, all the tranactions that were picked by the miner go to the blockchain and become cofirmed.