As far as class D is concerned, VFR always wins.
I have never been denied a VFR transit when piloting, and have never denied a VFR transit when controlling. (Granted, this is Scotland, things may be different down south).
IFR is almost certain to cause more workload for ATC and less flexibility. IFR inside CAS can only be given at or above terrain safe levels, and in several areas of Scotland for example, that could be 3000ft and more. VFR can be much easier to fit beneath the IFR levels.
Radar headings... true the word "radar" doesn't feature in any R/T manual but a lot of pilots seem to like to use it as it seems to reinforce the concept this is a heading imposed by ATC rather than the heading you are following under own nav. I would say of all the quirks and slight inaccuracies of everyday R/T, this isn't the worse offender. "Report your radar heading to London / Scottish etc.." Sounds alright to me. And to the receiving unit also a reminder that it is a heading issued by another ATC unit, not, for example, for weather avoidance.
Good discussion points anyway and I hope there isn't much "fear" of ATC, especially with VFR pilots out there. A class D transit should really be a non event in terms of ATC workload. We'd always rather hear one extra question, rather than silence and misunderstanding