Hi Micheal,
Sorry to hear about your issues with 404s. It's common to see a fluxuation in MozRank from index to index, although this is quite a large one. That said, it sounds like there might be a perfectly reasonable explanation, and unless you've seen a corresponding drop in rankings and traffic, it may be nothing to worry about.
Let me address each of your points one at a time.
1. Linkedin - it's my understanding that Linkedin redirects all links internally. Some links embedded in comments and posts aren't redirected, but these are still nofollowed. Linkedin gets a lot of heat for this, but they probably wanted to avoid getting spammed.
To my knowledge, it's been like this for quite some time.
2. Your metrics won't decrease specifically because of 404's but if your link metrics depended on those pages, then the result is the same. For example, if a page has 10 other pages linking to it, but 8 of those return a 404, then only 2 pages can pass link metrics. This will severely effect the metrics of that page. But there is no "extra" penalty for a 404.
So your drop in MozRank resulted in either new 404s that previously counted towards your score, a loss of links elsewhere on the net. Sometimes Moz just doesn't find them on every crawl. This accounts for variances between indexes. If you saw a similar pattern with your competitors, it could just be that the latest crawl covered a smaller portion of the web where your businesses exist.
If you had "NOINDEX" on the category pages, these wouldn't have counted towards your metrics anyway, so the problem probably doesn't lie there. ( I say probably, but I can't rule it out)
Based on your description, Datafeedr is a likely culprit. I really depends on how many crawled, indexed pages used to exist, that have disappeared.
In the end, it may not be a bad thing. Moz Page Rank is a rough approximation and although it is highly correlated with rankings, it's not nearly as sophisticated as Google's algorythm. Sometimes, as in the case of Panda, removing indexed pages is actually a good thing... even though this can often reduce Moz Page Rank.
Hope this helps! Best of luck with your SEO.