I will try to answer to the best of my knowledge, which is probably (certainly) incomplete.
Yes, the initial Hanford reactors were natural uranium reactors. One didn't yet know how to make enriched uranium, that was the other track that was being explored right at that moment. If one had the technology to fill a reactor with LEU, then one also had the technology to make enough HEU for a bomb! It was because of the presumed difficulty of enriching uranium in sufficient quantities that one took also the road (as a kind of backup) of plutonium.
In fact, the Hanford reactors were initially barely critical, and one ignored a lot about fission products (things which never had been produced! Isotopes which had never been made, and of which one didn't know any physical properties). They were based upon Fermi's initial graphite reactor, CP1. And it turned out that initially, the Hanford reactors could only work for a few hours (or days ?), and then had to stop, because they became sub-critical due to Xenon poisoning (due to an unknown fission product at that time, Xe-135, which has a monstrous absorption cross section for thermal neutrons http://en.wikipedia.org/wiki/Xe-135
). People could solve it initially by adding more uranium than foreseen to the reactor. I don't know if later on, LEU was used, but I would guess not, as all enrichment during the war was in order to make enough for one single bomb (the Hiroshima bomb).
No, that's not the point. The point is that the AMOUNT of thorium that one can put in a NATURAL uranium reactor before it becomes sub-critical is quite low, as compared to the amount of U-238 that one has. So one cannot irradiate much thorium at a given time in a natural uranium reactor. Don't forget that a natural uranium/graphite reactor is BARELY critical, and the least bit of neutron-absorbing material that one adds, will make it subcritical. From the moment that you work with LEU, that's no issue anymore. The advantage of U-Pu is that the fertile material is already present in large quantities - so one doesn't have to ADD any fertile (and hence, neutron-absorbing) material. Making U-233 in a natural uranium/graphite reactor requires you to ADD extra thorium, which will kill the chain reaction if in too big quantities.
I think that the conversion was known, and I also think that one knew, or could guess, that U-233 would be fissile, as it is an uneven mass number isotope. But I don't know the details.