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These two issues are really distinct but since you've reported them together, I'll respond to both.

Regarding your og:url comments, we generally disagree with your interpretation of the docs. Notably, the meaning of og:url and rel=canonical are different and thus do not have to agree. The og:url represents the canonical URL of an object for the purposes of the open graph. We consider the thread in its entirety to be the object, so sharing the canonical version of the thread (which is its first page) is the correct/intended behavior. The Facebook docs you've linked to even give examples of the og:url not being the same as the rendered URL.

In terms of including subsequent thread pages in the sitemap, there is an open suggestion for that (as this has been the behavior since the sitemap was introduced). There's also an add-on that does this, though anecdotes from the discussion don't really demonstate increased search results visibility (though more pages are indexed). So we'd generally refer this back to the suggestion.