Since you have the ability to dump the Trub, it is always best to dump it early in the process.
Trub, as you may already know, is composed of protein, hop grit and other adjuncts that didn't get left behind in your kettle.
As such, there's really nothing beneficial for leaving it behind to come in contact with your wort/beer. A commercial brewery will dump trub on a day two of the fermentation generally.
When you get ready to transfer to a keg, the answer is "it depends" on how high the pile of yeast and hops are with regard to your racking arm. We positioned the racking arm to be well above (when in the UP position) in a highly hopped IPA.
You should "purge" the racking arm before you run out to the keg. Basically you will drain about 1/2-1 pint of beer through the racking arm to clear yeast and sediment that has settled in the tube. If you purge a pint, and it's still full of yeast, then you have yeast above the Racking Arm and you should dump a pint or two from the bottom port then repeat the process.
There's good reason to leave the hops and yeast in during transfer.
First, it takes up a volume and therefore if you dump it, you will end up with good beer setting in the bottom of the cone which you will not be able to pull off via the racking arm. Also, after your beer
Also, after your beer sets, through fermentation, the yeast will have become dormant, you will have striation layers of flavor. Think about what happens to a cup of coffee if you add sugar and don't stir it. You want to harvest this higher concentration of flavors and get them blended into the rest of your beer in the keg.