Unless someone else here knows of a specific case study, since I've never once heard of such a penalty, I'm going to rely on the SEO best practices model which dictates that user experience is the primary focus.

Since it can confuse users to send them off-site within the same browser if they don't intend to actually leave (just wanting to check something else out while still wanting to read your content after), best practices always dictate that you open another site in a new window.  Never open your OWN site in another window, only 3rd party sites...

while pages with such file names can be indexed, the long-term view dictates avoiding pages with filenames in the URL due to future potential conversion to other frameworks.  It makes a site less than ideal for portability.

For example, if every page has index.php or whatever.asp and you change platform, you'll end up with every page needing a 301 redirect.  So it's better to avoid that whenever possible.

It's about users for sure.  The last set you show communicates "lawyer name" is more important/valuable.  Which is the valid perspective, since all of those elements relate to that lawyer. If some users still want to find lawyers based on reviews, you can offer a filter for that in your database sorting.  Same with locations.

On the other side of the coin, instead of "locations", if you had town names, you could group by those so it would be /town-name/lawyer-name/   where all lawyers in the same town fall within that town-name grouping. If it's just /locations/ that's an invalid sort hierarchy.

you don't just get a link either.  You get the value that comes from those people who see "accredited" and think it makes a business more trustworthy.  And you can't get an A+ rating without accreditation.

A quick review in Open Site Explorer shows that since you apparently don't have a huge volume of links, there's way too many coming from blatantly spam based domains:  wywlinks.com, onelinkseo.com, contentrichdirectory.com, organisedlinks.com, yourlinkmarket.com, regularseo.com, elaboratedirectory.com, greatindexdirectory.com, linksmaximum.com, directorysuper.com, gatewayoflinks.com....

Even if you've cleared some of these out, the overall picture is that no great effort was put into obtaining high quality off-site signals- that it was an attempt to game the Google system.  Since you say you've done what you could to remove links, it's possible that I'm looking at a "before" snapshot from within OSE, so I can't definitively say this is the issue, but it sure smells like it.

From there, when you factor in hundreds of links on every page, and almost no depth of content, the ability to find products through several paths (leading in duplication issues), the site gives the appearance of being "link polluted" both inbound and on-site.

So I'd say clear out all the links you can from directories.  Dramatically reduce the on-site link structure, and if you want multiple paths to products, block some of those from indexing.

Then work to get more depth of descriptive text content on your category pages, and work to get high quality off-site recognition.

Subdomains are a dangerous choice unless you know exactly how to deal with them from a high level SEO perspective because it's too easy to miss all sorts of issues.

Just one example (and it goes way beyond "losing a very very small amount of link juice):

Even though you get the SEO value at the root domain level even in a subdomain scenario, since you use www for the main site, that itself is considered a subdomain.  So the main site (the www subdomain) still doesn't get all the strength value from new content, inbound links, and social mentions for the blog subdomain.

Even then, if you were to switch to domain.com (and redirect all www.domain.com to that), the most value/strength/trust signal value comes from self-contained.

There ARE exceptions to this under very specific and narrow circumstances.  For example, if you have an eCommerce site, and your blog is not focused on your products, but instead, is more informational in nature revolving around other topics (such as the manufacturing process in your industry, or how consumers use products (not just yours), etc.), having the blog on the main domain tree could potentially dilute the ecommerce value of the main site.

Again though, the need to get it "right" is just not worth the effort of splitting them out in most situations.

<colgroup><col width="605"></colgroup>
| http://uhealthsystem.com/doctors |

This was the very first thing that came to my mind on the issue.  Just because our rankings might not have dropped, it doesn't mean competitors haven't been working away at improving their click-through rates.

I would also look into whether the phrases targeted are no longer the most relevant - this requires a review of your target market(s) and the persona(s) behind them.

Just one example (though not necessarily the best example) is how more people within the search industry are referring to "inbound marketing" rather than just "SEO" lately.  Where you need to be careful though is to ensure the language shift like in this example, isn't just industry lingo - that it's actually a shift taking place within your market by people who aren't in the industry itself.

I'm known for my verbose writing, and even I try to keep my articles under 1,000 words.  My best series though, on SEO audits, was four articles that averaged 1500 words each. It was a very focused technical series though - something that people were willing to take the time to read as each new part was published.

The problem with very long articles is keeping people's attention in today's multitasking world.

I'll leave it to others who might have done serious testing on this to discuss findings.  I will say this though - if the CDN is not a domain you own, or can readily show through other optimization efforts that you own it, it's at least partly a matter of "how do we know this site owns these images?".  Purely from SEO best practices thinking, when a site hosts their images, there's a much lower threshold of being able to have them recognized for consideration, let alone associated with image names, alt attributes, and page topical focus.