You don't know jack about SMS
Don't waste my time by forcing me into a conversation though. If I want to talk to someone, I have plenty of friends and family for that. If I'm interacting with a service, I know it and want it to be as efficient as possible. Don't force me to write messages and to guess what to write to achieve my goal.
If it's more efficient for me to have a link in the first text, I'd prefer it to be there. The advice to use the correct domain is good, I don't like it when I don't know where a link leads. And make it easy to copy it manually, I'm using a dumb phone currently and may prefer to do stuff from my laptop anyway. Easier to copy does not mean shorter, words are easier to read than random strings of character, but it helps.
The majority of your examples require either superb NLP + conversational AI, or a person individually texting/replying to every user.
> Q: Want us to send you some every month?
> A: That would be amazing
Even your subscription confirmation example would be really hard to process automatically. Error prone at best. It's why most text interactions ask for REPLY YES OR NO.