The answer to your first question is no: they're not all conjugate.

Indeed, let $A$ be the set of all upper triangular matrices of absolute value $<1$ on the diagonal. Then $A$ consists of asymptotically nilpotent matrices (clear) and is maximal for this property (1).

Let $B_0$ be the set of all $d\times d$ matrices with all coefficients of absolute value $<1/2d^2$. Then $B_0$ is stable under taking brackets and consists of asympotically nilpotent matrices. Let $B$ be maximal for these properties and containing $B_0$. Then $B$ is not conjugate to $A$, since $0$ is in the interior of $B$ and not of $A$.

(1) Let $A'$ be a larger subset with the given properties, and let by contradiction $M\in A'$ be a matrix outside $A$. If $M$ is upper triangular, then $M$ has a diagonal coefficient of absolute value $\ge 1$ and hence is not asymptotically nilpotent. Otherwise $M_{ji}\neq 0$ for some $i<j$. Choose $(i,j)$ with $j-i$ maximal for this property, and then among the possible choices, choose $i$ minimal. Write $M'=[M,E_{ij}]$. Then by stability, $[M,tE_{ij}]=tM'$ belongs to $A'$, for every scalar $t$. By the choices, $M'$ is upper triangular, and $M'_{ii}\neq 0$. This is a contradiction.