Thunder allows cross-posting! It should follow the web UI implementation (where the body of the new post has a link to the original, plus the original contents in a quote block).
That said, and as others have mentioned, markdown is not as well standardized and it seems like just about every site renders it differently, so there are a lot of edge cases to handle. Lemmy also has several unique implementations of things, such as spoilers, superscript/subscript, and the ability to tag users/communities without a hyperlink.
In fact, one of the things Thunder failed on (table alignment) is a known bug in the markdown library we use. :-)
Just FYI, coming from a Thunder dev, the full contents of deleted and removed contents are available via the API, and it's up to us to hide the contents. It's easy to miss use cases (like another user mentioned you can see deleted comments by replying in Sync; that's just an (easy) oversight by the dev). I'm glad to hear that they won't even be available in the API starting with 0.19.4!!