Alright everyone pls don't wonder why it took me long to reply because I was busy with some important stuff off forum and I locked it so I could reply when convenient for me.
As for the answers.....
For the first paragraph where the issue starts, payment B disappeared for 2 reasons based on the story which are you spent the coins on a fee rate below purge fee becomes of this miners dropped it and it didn't reflect in your balance because when you came to recheck as a "Nigerian "

Naija network do their own so your wallet couldn't sync...
Both of them were still pending in paragraph 3 because currently they were in low priority on the mempool because of congestion. They landed in the same block because they were placed at same depth.

Some of you were close but didn't hit the nail on the head in some parts.
Replies were very few as expected.... Anyways discussions can come in concerning this topic.
This is a nice post op , literally pains me that I didn't see the post on time I would have like to give it a try , though am not a tech expert or anything, but I do find it interesting and amusing too . To me is like an opportunity to learn something new and after going through this post I had to go through some replies and made some research and I learnt something new which is cool .
The puzzle is a catchy one , I guess the reason why the B transaction was rejected at first was because miners did not find the fee attractive, they prioritise higher frees just as you mentioned, have experienced this same thing though especially that pending part , then was due to congestion my transaction was pending for days . It will be nice if post like this (technical related topic ) been post in our LB more often, like the way op break it down , because sometimes am a bit confused whenever I visit technical board in this forum.