In this scenario the SSD will end up still on HFS+ (as will the HDD)??? HS won't convert the HDD and CCC will clones the files but not change the filesystem - do I have that right?
Can/should I convert the SSD to APFS afterwards???
That's correct. I would just upgrade it on the drive. I mean you have a clone backup right? Just flash it back if it's unsuccessful. Your method just puts unnecessary large write to the SSD, shortening it's life (albeit slightly) and takes a lot longer. The only advantage I can see on the less likely chance it fails, you have zero down time (but overall more downtown due to CCC copy times).