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added answers to remaining two questions
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SeanC
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The answer to "Generality" at least seems to be yes. The answer to "Stabilization" is no (and therefore the answer to "Exceptions" is yes). Let's begin with "Generality".

Fix $c \leq n \geq 2$$0 \leq c \leq n \geq 2$ and let $\mathcal{D}$ be the variety of triples $(U, A, B)$, where $U$ is a codimension $c$ subspace of $M_n(\mathbf{C})$ and $(A, B) \in \mathcal{C}$ satisfies $A \in U$; this is a subvariety of $\operatorname{Gr}(M_n(\mathbf{C}), n^2 - c) \times M_n(\mathbf{C}) \times M_n(\mathbf{C})$.

Proof of Proposition. If $c < n$, then Claim 3 i) and Claim 4 show that $\mathcal{D}$ is irreducible of the claimed dimension. If $c = n$, then Claim 3 i), iv) and Claim 4 show that $\mathcal{D} = \alpha^{-1}(0) \cup \overline{\alpha^{-1}(\Omega_n)}$, with both irreducible components of the claimed dimension. QED

Now for "Exceptions" and "Stabilization", retain the notation above. Let $U$ be a codimension $c$ subspace of $M_n(\mathbf{C})$. In general, $\pi^{-1}(U)$ is of dimension $n^2 + n - c$ if and only if $\pi^{-1}(U) \cap \alpha^{-1}(\Omega_z)$ is of dimension $\leq n^2 + n - c$ for all $z$. But $\dim \pi^{-1}(U) \cap \alpha^{-1}(\Omega_z) = \dim(U \cap \Omega_z) + z$, so the question is

(*) is $\dim(U \cap \Omega_z) + z \leq n^2 + n - c$ for all $z$?

I don't know the answer to (*) for general $c$, but the answer is no if $c = n$: suppose $U$ contains the identity matrix $I$, and note that $\Omega_{n^2} - \{0\} = \mathbf{C}^\times I$, so

$\dim(U \cap \Omega_{n^2}) + n^2 = 1 + n^2 > n^2 + n - c$

and thus $\dim \pi^{-1}(U) \geq n^2 + 1$ in this case.

The answer to "Generality" at least seems to be yes. Fix $c \leq n \geq 2$ and let $\mathcal{D}$ be the variety of triples $(U, A, B)$, where $U$ is a codimension $c$ subspace of $M_n(\mathbf{C})$ and $(A, B) \in \mathcal{C}$ satisfies $A \in U$; this is a subvariety of $\operatorname{Gr}(M_n(\mathbf{C}), n^2 - c) \times M_n(\mathbf{C}) \times M_n(\mathbf{C})$.

Proof of Proposition. If $c < n$, then Claim 3 i) and Claim 4 show that $\mathcal{D}$ is irreducible of the claimed dimension. If $c = n$, then Claim 3 i), iv) and Claim 4 show that $\mathcal{D} = \alpha^{-1}(0) \cup \overline{\alpha^{-1}(\Omega_n)}$, with both irreducible components of the claimed dimension. QED

The answer to "Generality" seems to be yes. The answer to "Stabilization" is no (and therefore the answer to "Exceptions" is yes). Let's begin with "Generality".

Fix $0 \leq c \leq n \geq 2$ and let $\mathcal{D}$ be the variety of triples $(U, A, B)$, where $U$ is a codimension $c$ subspace of $M_n(\mathbf{C})$ and $(A, B) \in \mathcal{C}$ satisfies $A \in U$; this is a subvariety of $\operatorname{Gr}(M_n(\mathbf{C}), n^2 - c) \times M_n(\mathbf{C}) \times M_n(\mathbf{C})$.

Proof of Proposition. If $c < n$, then Claim 3 i) and Claim 4 show that $\mathcal{D}$ is irreducible of the claimed dimension. If $c = n$, then Claim 3 i), iv) and Claim 4 show that $\mathcal{D} = \alpha^{-1}(0) \cup \overline{\alpha^{-1}(\Omega_n)}$, with both irreducible components of the claimed dimension. QED

Now for "Exceptions" and "Stabilization", retain the notation above. Let $U$ be a codimension $c$ subspace of $M_n(\mathbf{C})$. In general, $\pi^{-1}(U)$ is of dimension $n^2 + n - c$ if and only if $\pi^{-1}(U) \cap \alpha^{-1}(\Omega_z)$ is of dimension $\leq n^2 + n - c$ for all $z$. But $\dim \pi^{-1}(U) \cap \alpha^{-1}(\Omega_z) = \dim(U \cap \Omega_z) + z$, so the question is

(*) is $\dim(U \cap \Omega_z) + z \leq n^2 + n - c$ for all $z$?

I don't know the answer to (*) for general $c$, but the answer is no if $c = n$: suppose $U$ contains the identity matrix $I$, and note that $\Omega_{n^2} - \{0\} = \mathbf{C}^\times I$, so

$\dim(U \cap \Omega_{n^2}) + n^2 = 1 + n^2 > n^2 + n - c$

and thus $\dim \pi^{-1}(U) \geq n^2 + 1$ in this case.

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SeanC
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The answer to "Generality" at least seems to be yes. Fix $c \leq n \geq 2$ and let $\mathcal{D}$ be the variety of triples $(U, A, B)$, where $U$ is a codimension $c$ subspace of $M_n(\mathbf{C})$ and $(A, B) \in \mathcal{C}$ satisfies $A \in U$; this is a subvariety of $\operatorname{Gr}(M_n(\mathbf{C}), n^2 - c) \times M_n(\mathbf{C}) \times M_n(\mathbf{C})$.

Proposition. If $c < n$ then $\mathcal{D}$ is irreducible of dimension $(n^2 - c - 1)c + n^2 + n$, and if $c = n$ then $\mathcal{D}$ has two irreducible components, each of the same dimension $n^3 (= (n^2 - n - 1)n + n^2 + n)$.

This is enough to establish "Generality": indeed, there is a natural surjective map $\pi\colon \mathcal{D} \to \operatorname{Gr}(M_n(\mathbf{C}), n^2 - c)$ given by $\pi(U, A, B) = U$, and for a fixed $U$ the fiber $\pi^{-1}(U)$ is isomorphic to $\mathcal{C}_U$. So by generic flatness, it would follow that for generic $U$ we have $\dim \mathcal{C}_U = \dim \mathcal{D} - \dim \operatorname{Gr}(M_n(\mathbf{C}), n^2 - c) = n^2 + n - c$, as desired.

Claim 1. Every irreducible component of $\mathcal{D}$ is of dimension $\geq (n^2 - c - 1)c + n^2 + n$.

To see this, note that there is a Cartesian diagram $$\require{AMScd} \begin{CD} \mathcal{D} @>{}>> \operatorname{Gr}(M_n(\mathbf{C}), n^2 - c) \times \mathcal{C}\\ @VVV @VVV \\ \mathcal{I} @>{i}>> \operatorname{Gr}(M_n(\mathbf{C}), n^2 - c) \times M_n(\mathbf{C}) \end{CD}$$ where $\mathcal{I} = \{(U, A)\colon A \in U\}$ and the right vertical map is given by $(U, A, B) \mapsto (U, A)$. The map $i$ is a closed embedding of codimension $c$ between smooth varieties, so it is locally cut out by $c$ equations. In particular, $\mathcal{D}$ is locally cut out of $\operatorname{Gr}(M_n(\mathbf{C}), n^2 - c) \times \mathcal{C}$ by $c$ equations, and the claim follows.

Next, define $\alpha\colon \mathcal{D} \to M_n(\mathbf{C})$ by $\alpha(U, A, B) = A$. For any $A \in M_n(\mathbf{C})$, let $Z(A)$ be the space of $B \in M_n(\mathbf{C})$ such that $[A, B] = 0$, and let $z_A = \dim Z(A)$. Note $n \leq z_A \leq n^2$. For each $n \leq z \leq n^2$, let $\Omega_z$ be the locally closed subvariety of $M_n(\mathbf{C})$ consisting of $A$ such that $z_A = z$, and note that $\Omega_n$ is open and dense in $M_n(\mathbf{C})$.

Claim 2. If $z > n$, then $\dim \Omega_z + z < n^2 + n$.

Indeed, let $\mathrm{pr}_1\colon \mathcal{C} \to M_n(\mathbf{C})$ be the first projection, and note that the closure of $\mathrm{pr}_1^{-1}(\Omega_z)$ is a proper subvariety of $\mathcal{C}$, and since $\mathcal{C}$ is irreducible of dimension $n^2 + n$ it follows that $\dim \mathrm{pr}_1^{-1}(\Omega_z) < n^2 + n$. The map $\mathrm{pr}_1^{-1}(\Omega_z) \to \Omega_z$ has fibers of dimension $z$, so the claim follows.

Claim 3. i) $\alpha^{-1}(\Omega_n)$ is irreducible of dimension $(n^2 - c - 1)c + n^2 + n$.

ii) If $n < z < n^2$, then $\dim(\alpha^{-1}(\Omega_z)) < (n^2 - c - 1)c + n^2 + n$.

iii) $\dim(\alpha^{-1}(\Omega_{n^2} - \{0\})) = (n^2 - c - 1)c + n^2 + 1$.

iv) $\dim(\alpha^{-1}(0)) = (n^2 - c - 1)c + n^2 + c$.

Note that for fixed $A \neq 0$, we have $\alpha^{-1}(A) \cong \operatorname{Gr}(M_n(\mathbf{C})/\mathbf{C}A, n^2 - c - 1) \times Z(A)$, of dimension $(n^2 - c - 1)c + z_A$. Moreover, $\alpha^{-1}(0) \cong \operatorname{Gr}(M_n(\mathbf{C}), n^2 - c) \times M_n(\mathbf{C})$, of dimension $(n^2 - c)c + n^2 = (n^2 - c - 1)c + n^2 + c$. If $n < z < n^2$, then $0 \not\in \Omega_z$, so it follows that $\dim \alpha^{-1}(\Omega_z) = \dim \Omega_z + (n^2 - c - 1)c + z$, and ii) follows by Claim 2. Points iii) and iv) follow similarly, as does the dimension calculation of i).

So it remains to prove that $\alpha^{-1}(\Omega_n)$ is irreducible. For this, since $\Omega_n$ is irreducible and $\alpha^{-1}(\Omega_n) \to \Omega_n$ has irreducible fibers, it suffices to show that this map admits sections locally on $\Omega_n$. So fix $A \in \Omega_n$ and let $V$ be a codimension $c + 1$ subspace of $M_n(\mathbf{C})$ not containing $A$. Let $W$ be a neighborhood of $A$ in $\Omega_n$ such that $A' \not\in V$ for all $A' \in W$, and note that there is a section $\sigma\colon W \to \alpha^{-1}(W)$ defined by $\sigma(A') = (V + \mathbf{C}A', A', 0)$.

Claim 4. If $X$ is an irreducible component of $\mathcal{D}$, then either $X$ is the closure of $\alpha^{-1}(\Omega_n)$ or $X = \alpha^{-1}(0)$ and $c = n$.

We have $X = \bigcup_{z = n}^{n^2} (X \cap \alpha^{-1}(\Omega_z))$, so there is a unique $z$ such that $X \cap \alpha^{-1}(\Omega_z)$ is open in $X$. In particular, we have $\dim X \leq \dim \alpha^{-1}(\Omega_z)$. If $n < z < n^2$, then Claim 3 ii) shows that $\dim X < (n^2 - c - 1)c + n^2 + n$, contradicting Claim 1. If $z = n^2$, then one of $X \cap \alpha^{-1}(\Omega_{n^2} - \{0\})$ and $X \cap \alpha^{-1}(0)$ is open in $X$. The former case cannot occur for the same reason as above (using Claim 3 iii)), while by Claim 1 the latter case can only occur if $\dim \alpha^{-1}(0) \geq (n^2 - c - 1)c + n^2 + n$. Since $c \leq n$, Claim 3 iv) shows that in this case $c = n$, and we see $X = \alpha^{-1}(0)$. Finally, if $z = n$ then $X$ is contained in the closure of $\alpha^{-1}(\Omega_n)$, and by Claim 3 i) this containment is an equality.

Proof of Proposition. If $c < n$, then Claim 3 i) and Claim 4 show that $\mathcal{D}$ is irreducible of the claimed dimension. If $c = n$, then Claim 3 i), iv) and Claim 4 show that $\mathcal{D} = \alpha^{-1}(0) \cup \overline{\alpha^{-1}(\Omega_n)}$, with both irreducible components of the claimed dimension. QED