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Your "What I know so far" and "What I believe" sections are correct.

You'd have to load the nodelet into the same process as the node using the nodelet manager (conceptually you could load a nodelet into a node, but I'm not sure if you get all the zero-copy stuff. I think that happens in the manager level, but don't quote me on that. You'll have to read some source code).

You don't have to change anything about a sub/pub for a nodelet as long as you're taking in the pointers in the callback signature. Pubs/subs in a single process will automatically just get sent over. Subscribers or publishers outside the process will be serialized and sent over. Implementing all the Nodes in this chain as a Nodelet and loading them all with a nodelet manager is best practice.

If you have a chain where you have input of a PointCloud and output of some modified PointCloud (filtering, etc) then you'd have a topic in, PointCloudIn, and a topic out PointCloudOut and in the Cb of PointCloudIn you publish PointCloudOut.