I recall having the same confusion and experimented with both ways.
Long time ago but I recall having to turn lots for little movement. It was a long way before I got the first pad to bind.
Something about becoming easier rings a bell - the thread that's protected inside the head of the piston may be easier than the exposed thread. I live in an area where things don't rust much.
I'm not a fan of lube into brakes in case it ends up on the pads. If necessary I'd risk a little squirt of WD40 or penetrating oil.
Technically its not possible to unwind things so far that bits fall out. If that happens then the pads should probably have been replaced long ago or there is a bigger problem. Turning one way you will be stopped by the pads binding. Turning the other way you've reached the end of the thread.
A torch shone through the hole can show enough of the thread. If not an endoscope may be useful.
Removing drums is as easy as an older car (at least a European one). Just heavier. Replacing pads is as easy. Easier as the springs are longer and bigger - just hands rather than fingers when things slip.