"Also the loading feels like it should be controlling the loading of all the paint, like it does with the oil brush when you have activated the effects of paint texture in Custom Brush (so when the paint thickness runs out, so too does the color). "

Yes I noticed this also. Currently if one wants the thickness to slowly deplete at the same rate as the color, one has to tweak the "Deposit" setting so that the match appears to one's liking.

I think the custom brush is limited and at the same time very flexible because it is a way of fabricating the look of thick paint but does not attempt to actually simulate thick paint (push it around etc.). The "refresh" and "pickup" setting are great for setting how much of a wet in wet color dynamic you get, but these settings would not really be applicable to thickness, which currently just has an overall appearance, i.e. colors of areas are "mixed", thicknesses are (up to the opacity setting) overwritten by the brush... which seems intuitively correct to me... (unless the paint "dried" ... then you have a different situation.)