Ok I think I understand what is happening...
When someone sends an imessage to your phone number, it will ONLY go to your phone.
When someone sends an imessage to your appleid, or alternate email, it will go to all your devices and sync magically.
I have no idea what the "caller id" thing does because if I have caller id set up as my apple id, and my friend sends me an imessage to my phone number, and I reply, they see my phone number and not the appleid i have set for "CallerId"
The problem lies when someone else starts a convo with you over SMS, and it is changed to an imessage convo. From then on, that person is having a imessage convo with your phone number and not your appleid, or alternate email.
A fix would be to have apple allow any imessage chat sent to your phone number to also be pushed to your appleid, therefore, you wouldnt have to rely on your friend to continually send the messages to you appleid, and not your phone number. To me this would make sense. I am used to sending texts to phone numbers and not email addresses.
Am i missing something?