Camera One, Anne's "flashbacks" seem to correspond to her fears as to what she is about to face - it is redundant to show them again when Prissy puts it into Anne's head that, because the Cuthberts are now "poor" they might send her back - you don't need to see them again to know what Anne is thinking, the look on her face says it all.
Check Sanity - I think that Matthew took out the loan figuring that he could pay it off quickly when the ship arrived. If the ship had not sunk, their fortunes would have been better rather than worse. Marilla agreed to getting an orphan boy because she figured that if Matthew kept up the pace at his age he would die figuring that Matthew could now do half the work. Marilla was also angry because, if the ship had not sunk, Matthew's plans were to increase the work load because there was two of them working the farm rather than slow down. Matthew seems to have invested in a new potato seed. I think that Matthew was acting out of fear and guilt rather than true depression - he was trying to set things right and not be a burden since his identity was tied up with being the breadwinner. It would be normal for him to fear never being able to work again. Think there was a tendency to see anyone slagging the series as a threat to a season two for a while.
Agree that Anne almost losing Matthew made her understand Gilbert's grief better, though Gilbert would not have been quite as forgiving if Anne's did not accidentlly get him thinking that the only thing worse than his father dying was never knowing him in the first place - grief is the price one pays for all the good times.
Keener, the Cuthberts are as old as these womens' parents and tended to keep to themselves - people would know them to see them, but not really know them personally. Gilbert's working holiday will probably open his eyes, solidfy his plans to be a doctor and get him out of the way so things could develop differently than if he was present. Think the truce will be temporary.
SeanC - agree, this board thing will be resolved in the season opening. You asked why they did not rob the Barrys (or by extension the Blythes). The thieves don't know that the Blythe house is empty or they would have - and the Barrys did not ask for boarders. Thieves like to steal and not get caught so an isolated farm outside of town suits them perfectly - and, if everything goes according to plan, they can slip out into the night and be long gone before the family realises that they have been robbed. The wrench in their plans is that the second one recognises Anne as being the girl with the boy they robbed so he will be watching her like a hawk. Anne also suspects something because of the look the second one gave her before he recovered his act.
Forget who poster, I think that this season was about Anne slowly realising that being with the Cuthberts is permanent - the last hurdle being through good times and bad (when things went south, she usually got sent back to the orphanage). You know deep down that they don't lose the farm and the thieves were basically there in the cliff hanger to make losing the farm a real possibility - if they find the money Marilla plans to take to the bank after the holidays.
Figure that I understand the characters better than other adaptations.