Confirmed: "Overdose of Trouble" does delete TP from your vehicle (Lennart - was right), so plain AP TOYZ and AP/EC Pony are possible. Not that much of a reason to obtain them from the RC races and "Night of the Livid Dreads" respectively, is there?
I think I found how vehicles sometimes get deleted from garages, especially if you enter an interior (the safehouse), but not why. You do know that the garage opens only when all vehicles inside are properly loaded, right? Well, what causes them to vanish is falling through grey hell while the garage processes the rest of the vehicles in order to open, and, unless marked, they're gone for good. What causes them to fall through grey hell is currently unknown, but it probably has to do with changing interiors and/or traveling from one island to another, although take this with a grain of salt, as the results are not consistent.
I accidentally found about this due to my garage being an asshole again. I had three cars and a bike inside the Portland garage (the biggest asshole of them all), and decided to open it. However, the garage thought otherwise; it loaded the cars after some time, but not the bike, so it wouldn't open. I entered the safehouse, exited it, and stood in front of the garage with the camera tilted to top-down view again. The bike was finally loaded, but the cars were missing. Later, I found them on the street, just behind the garage, parked in the exact same way I had left them before. Being marked, the game teleported them to the nearest road path, after obviously falling through grey hell for some reason. Had they not been marked, I would have lost them completely. This is how you PS2 players lose them from time to time; you approach the garage without noticing, vehicles load inside, but not all of them so the garage doesn't open, they fall into the void, and poof! Gone. If you're playing on PSP and are sure the garage door itself didn't eat your vehicle for parking it too close, wait for a bit and look around the block; chances are you'll find your lost one.
the only thing that works to cancle the H conversion is starting course 10 when 1 second is left. Course 3 is emulator only. (Or just very very unreliable. )
I said in the past that the Heavy conversion doesn't work for me as consistently as I'd like, and this method is no exception. While courses 3 and 4 are indeed extremely unreliable (course 4 is a tiny little bit more "stable"), when I start course 10 with one second remaining, the camera usually shifts to the dirt track, I get the "All courses completed! Manchez unlocked" message, and the game freezes on the "Loading..." screen. Either that, or I pass the mission, thus can't convert again. However, when I start course 10 when the timer hits 0:00 - exactly before passing the mission - it usually works, although there is still chance the whole game will become unstable.
Also, when passing "A Volatile Situation", the bars and plants remain in front of the casino forever, whereas if you successfully kill the mission, they're gone, so this is a good way to tell whether you successfully pulled the Heavy conversion (repeatable) off or you f*cked up on the spot; if the ornaments remain outside the casino, the next time you go to the J marker will start "Blow Up 'Dolls'".
In "The Trouble With Triads", after collecting the money, UH Triad Fish Vans come after you. I tried to lure the drivers into jacking bikes for a potential UH conversion (much like EC Black conversion with "In the Air Tonight" in VCS). The bikes do not become UH, but the enemies do go for them. Does this mean it's a possible candidate for DP bike conversion? As a bonus, Ma's killers behave in much the same way, so there is a small chance we can make DP bikes from "No Son of Mine" to "Making Toni". However, this is somewhat unlikely, as they all attack you when you get close, just like the criminals from "Vigilante".