(beginning of post deleted due to a missed error, thanks to Philip Ehrlich)

It is possible to extend the usual hyperoperation sequence $\mathcal{H}_\omega$ on $\mathbb{N}$ to a recursive sequence of operations $\mathcal{H}$ on $O_n$, with the following result:

$$\mathcal{H}_{_\Omega}(\alpha,\beta)=\begin{cases} \mathcal{S}\alpha, & \text{if} \ \Omega=0. \\ \alpha, & \text{if} \ \Omega=1 \ \text{and} \ \beta=0. \\ \mathcal{S}\alpha,& \text{if} \ \Omega=1 \ \text{and} \ \beta=1. \\ 0, & \text{if} \ \Omega=2 \ \text{and} \ \beta=0. \\ \alpha, & \text{if} \ \Omega=2 \ \text{and} \ \beta=1. \\ 1, & \text{if} \ \Omega\geq3 \ \text{and} \ \beta=0. \\ \alpha, & \text{if} \ \Omega\geq3 \ \text{and} \ \beta=1. \\ \mathcal{H}_{_{\Omega-1}}\big(\alpha,\mathcal{H}_{_\Omega}(\alpha,\beta-1)\big), & \text{if} \ \Omega=\mathcal{S}\bigcup\Omega \ \text{and} \ 1<\beta=\mathcal{S}\bigcup\beta. \\ \bigcup_{\delta<\beta}\mathcal{H}_{_\Omega}(\alpha,\delta), & \text{if} \ \Omega=\mathcal{S}\bigcup\Omega \ \text{and} \ \ 1<\beta=\bigcup\beta . \\ \bigcup_{\rho<\Omega}\mathcal{H}_{_\rho}(\alpha,\beta), & \text{if} \ 0\neq\Omega=\bigcup\Omega \ \text{and} \ 1<\beta=\mathcal{S}\bigcup\beta. \\ \bigcup_{\rho<\Omega}\bigcup_{\delta<\beta}\mathcal{H}_{_\rho}(\alpha,\delta), & \text{if} \ 0\neq\Omega=\bigcup\Omega \ \text{and} \ 1<\beta=\bigcup\beta. \\ \end{cases}$$

This 'transfinite hyperoperation sequence' is a very 'large' object in the sense that each hyperoperation in the sequence is a proper class, but it is well defined under the appropriate reflection principle or under ETR and satisfies nice relations like $\mathcal{H}_4(\omega,\omega)=^\omega\omega=\omega^{\omega^{\omega^{\dots}}}$ in your question, and $\mathcal{H}_5(\omega,\omega)=^{^{^{\dots}\omega}\omega}\omega$, so on and so forth. I hope this assists with understanding what is happening with many of the questions you've mentioned, as I find them fascinating as well!

(beginning of post deleted due to a missed error, thanks to Philip Ehrlich)

It is possible to extend the usual hyperoperation sequence $\mathcal{H}_\omega$ on $\mathbb{N}$ to a recursive sequence of operations $\mathcal{H}$ on $O_n$, with the following result:

$$\mathcal{H}_{_\Omega}(\alpha,\beta)=\begin{cases} \mathcal{S}\alpha, & \text{if} \ \Omega=0. \\ \alpha, & \text{if} \ \Omega=1 \ \text{and} \ \beta=0. \\ \mathcal{S}\alpha,& \text{if} \ \Omega=1 \ \text{and} \ \beta=1. \\ 0, & \text{if} \ \Omega=2 \ \text{and} \ \beta=0. \\ \alpha, & \text{if} \ \Omega=2 \ \text{and} \ \beta=1. \\ 1, & \text{if} \ \Omega\geq3 \ \text{and} \ \beta=0. \\ \alpha, & \text{if} \ \Omega\geq3 \ \text{and} \ \beta=1. \\ \mathcal{H}_{_{\Omega-1}}\big(\alpha,\mathcal{H}_{_\Omega}(\alpha,\beta-1)\big), & \text{if} \ \Omega=\mathcal{S}\bigcup\Omega \ \text{and} \ 1<\beta=\mathcal{S}\bigcup\beta. \\ \bigcup_{\delta<\beta}\mathcal{H}_{_\Omega}(\alpha,\delta), & \text{if} \ \Omega=\mathcal{S}\bigcup\Omega \ \text{and} \ \ 1<\beta=\bigcup\beta . \\ \bigcup_{\rho<\Omega}\mathcal{H}_{_\rho}(\alpha,\beta), & \text{if} \ 0\neq\Omega=\bigcup\Omega \ \text{and} \ 1<\beta=\mathcal{S}\bigcup\beta. \\ \bigcup_{\rho<\Omega}\bigcup_{\delta<\beta}\mathcal{H}_{_\rho}(\alpha,\delta), & \text{if} \ 0\neq\Omega=\bigcup\Omega \ \text{and} \ 1<\beta=\bigcup\beta. \\ \end{cases}$$

This 'transfinite hyperoperation sequence' is a very 'large' object in the sense that each hyperoperation in the sequence is a proper class, but it is well defined under the appropriate reflection principle or under ETR and satisfies nice relations like $\mathcal{H}_4(\omega,\omega)=^\omega\omega=\omega^{\omega^{\omega^{\dots}}}$ in your question, and $\mathcal{H}_5(\omega,\omega)=^{^{^{\dots}\omega}\omega}\omega$, so on and so forth. I hope this assists with understanding what is happening with the hyperoperation-related piece of the questions you've mentioned, as I find them fascinating as well!

While not exactly the same as the construction given in the question, I recently wrote a paper (https://arxiv.org/abs/1706.08908)* that can hopefully add to Dr. Hamkins excellent answer and help with the 'big picture' of what is happening here.

To summarize the content as concisely as possible (thanks to Joel for this simple interpretation), consider formal differences of ordinals $\alpha-\beta$ such that $\alpha$ and $\beta$ share no powers of $\omega$ in their Cantor normal forms. We extend the usual ordering and natural arithmetic operations on the ordinals in the natural way for formal differences, combining and canceling like terms as necessary. This structure forms a proper class sized, discretely ordered ring which contains the Integers -- simply stop at $\omega$ and we are left with differences of the form $n-0$ and $0-n$, which is isomorphic to the Integers under the natural extensions mentioned above. I call this class of formal differences of ordinals the Surintegers and denote them by $\mathbb{Z}_\infty$, and $\omega$ is prime in $\mathbb{Z}_\infty$ as is every other $\delta$-number; factoring in general behaves as it does in the integral monoid algebra $\mathbb{Z}(T^{O_n})$, where $O_n$ is viewed as an ordered monoid under natural addition.

We can then construct a field of fractions for this ordered ring, which will contain the rational numbers (once again obtained by stopping at $\omega$). The full field of fractions is a proper class with no nontrivial roots, which I call the Surrational numbers.

We can then take the Dedekindian completion of this field to form the Surreal numbers, filling in all bridgeable cuts in the sense outlined here: https://math.stackexchange.com/questions/389253/question-about-the-dedekind-completion-of-a-non-archimedean-ordered-field/530523#530523. This will also form $\mathbb{R}$ when restricted to $\omega$, and all cuts are bridgeable in the rational numbers since they are Archimedean.

Taking this view, $\mathbb{N}=\omega=\{0,1,2,\dots\}$ and consequently any recursive functions defined on the natural numbers can be easily and faithfully extended to all ordinals by the principle of Elementary Transfinite Recursion, and then 'pulled through' into the Surreal numbers via this construction -- I believe that we will then end up with the same functions you mention above. I also think that many of the other 'niceties' that appear when considering the surreal numbers in comparison to the reals can be understood more easily taking this interpretation.

On page 21 I went ahead and attempted to extend the usual hyperoperation sequence $\mathcal{H}_\omega$ on $\mathbb{N}$ to a recursive sequence of operations $\mathcal{H}$ on $O_n$, with the following result:

$$\mathcal{H}_{_\Omega}(\alpha,\beta)=\begin{cases} \mathcal{S}\alpha, & \text{if} \ \Omega=0. \\ \alpha, & \text{if} \ \Omega=1 \ \text{and} \ \beta=0. \\ \mathcal{S}\alpha,& \text{if} \ \Omega=1 \ \text{and} \ \beta=1. \\ 0, & \text{if} \ \Omega=2 \ \text{and} \ \beta=0. \\ \alpha, & \text{if} \ \Omega=2 \ \text{and} \ \beta=1. \\ 1, & \text{if} \ \Omega\geq3 \ \text{and} \ \beta=0. \\ \alpha, & \text{if} \ \Omega\geq3 \ \text{and} \ \beta=1. \\ \mathcal{H}_{_{\Omega-1}}\big(\alpha,\mathcal{H}_{_\Omega}(\alpha,\beta-1)\big), & \text{if} \ \Omega=\mathcal{S}\bigcup\Omega \ \text{and} \ 1<\beta=\mathcal{S}\bigcup\beta. \\ \bigcup_{\delta<\beta}\mathcal{H}_{_\Omega}(\alpha,\delta), & \text{if} \ \Omega=\mathcal{S}\bigcup\Omega \ \text{and} \ \ 1<\beta=\bigcup\beta . \\ \bigcup_{\rho<\Omega}\mathcal{H}_{_\rho}(\alpha,\beta), & \text{if} \ 0\neq\Omega=\bigcup\Omega \ \text{and} \ 1<\beta=\mathcal{S}\bigcup\beta. \\ \bigcup_{\rho<\Omega}\bigcup_{\delta<\beta}\mathcal{H}_{_\rho}(\alpha,\delta), & \text{if} \ 0\neq\Omega=\bigcup\Omega \ \text{and} \ 1<\beta=\bigcup\beta. \\ \end{cases}$$

This 'transfinite hyperoperation sequence' is a very 'large' object in the sense that each hyperoperation in the sequence is a proper class, but it is well defined under the appropriate reflection principle or under ETR and satisfies nice relations like $\mathcal{H}_4(\omega,\omega)=^\omega\omega=\omega^{\omega^{\omega^{\dots}}}$ in your question, and $\mathcal{H}_5(\omega,\omega)=^{^{^{\dots}\omega}\omega}\omega$, so on and so forth. I hope this assists with understanding what is happening with many of the questions you've mentioned, as I find them fascinating as well!

*under review for publication

(beginning of post deleted due to a missed error, thanks to Philip Ehrlich)

It is possible to extend the usual hyperoperation sequence $\mathcal{H}_\omega$ on $\mathbb{N}$ to a recursive sequence of operations $\mathcal{H}$ on $O_n$, with the following result:

$$\mathcal{H}_{_\Omega}(\alpha,\beta)=\begin{cases} \mathcal{S}\alpha, & \text{if} \ \Omega=0. \\ \alpha, & \text{if} \ \Omega=1 \ \text{and} \ \beta=0. \\ \mathcal{S}\alpha,& \text{if} \ \Omega=1 \ \text{and} \ \beta=1. \\ 0, & \text{if} \ \Omega=2 \ \text{and} \ \beta=0. \\ \alpha, & \text{if} \ \Omega=2 \ \text{and} \ \beta=1. \\ 1, & \text{if} \ \Omega\geq3 \ \text{and} \ \beta=0. \\ \alpha, & \text{if} \ \Omega\geq3 \ \text{and} \ \beta=1. \\ \mathcal{H}_{_{\Omega-1}}\big(\alpha,\mathcal{H}_{_\Omega}(\alpha,\beta-1)\big), & \text{if} \ \Omega=\mathcal{S}\bigcup\Omega \ \text{and} \ 1<\beta=\mathcal{S}\bigcup\beta. \\ \bigcup_{\delta<\beta}\mathcal{H}_{_\Omega}(\alpha,\delta), & \text{if} \ \Omega=\mathcal{S}\bigcup\Omega \ \text{and} \ \ 1<\beta=\bigcup\beta . \\ \bigcup_{\rho<\Omega}\mathcal{H}_{_\rho}(\alpha,\beta), & \text{if} \ 0\neq\Omega=\bigcup\Omega \ \text{and} \ 1<\beta=\mathcal{S}\bigcup\beta. \\ \bigcup_{\rho<\Omega}\bigcup_{\delta<\beta}\mathcal{H}_{_\rho}(\alpha,\delta), & \text{if} \ 0\neq\Omega=\bigcup\Omega \ \text{and} \ 1<\beta=\bigcup\beta. \\ \end{cases}$$

This 'transfinite hyperoperation sequence' is a very 'large' object in the sense that each hyperoperation in the sequence is a proper class, but it is well defined under the appropriate reflection principle or under ETR and satisfies nice relations like $\mathcal{H}_4(\omega,\omega)=^\omega\omega=\omega^{\omega^{\omega^{\dots}}}$ in your question, and $\mathcal{H}_5(\omega,\omega)=^{^{^{\dots}\omega}\omega}\omega$, so on and so forth. I hope this assists with understanding what is happening with many of the questions you've mentioned, as I find them fascinating as well!