Dimension lumber has been that way since the early or mid 1960's. A 2X6 is 1 1/2 X 5 1/2. Prior to the change a 2X 6 would have been 1 5/8 X 5 5/8. Sometime in the late 70's or early 80's 2X10's and 2X12's got a little narrower and they now measure 9 1/4 and 11 1/4.
As for the nails the penny size refers to the length. The difference in the diameter may have been the type of nail. The nails you bought were probably sinkers and you might have wanted common nails which are larger in diameter. Sinkers pretty much replaced common nails in the early 60's.
7/16 OSB has been available for a long time. It's much more common than 1/2 OSB. IMO either 7/16 or 1/2 OSB makes for a lousy roof sheathing.
The 1/2 CDX the OP bought is probably 15/32. Again, been that way for decades.
3 tab shingles are 3 bundles to a square. Architectural shingles are usually 4 or more bundles to a square. A square is still a square (100 square feet). They package them like that because architectural shingles weigh more per square.
3/8 cdx was an approved roof sheathing at one time. Not a good idea though. IMO 1/2" 4 ply CDX is the minimum acceptable roof sheathing. 1/2" 3 ply will hold nails just fine but 3 ply tends to warp badly.
When shingles blow off it usually is caused by improper installation. You be surprised at how many roofers don't nail the shingles properly (they nail too high). The next most common cause is installing shingles when it's too cold for them to seal to each other or when it's windy. And sometimes they blow off because the sheathing is rotten or delaminating.
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