A key issue here is Shinzon's possession of a thalaron-armed ship. Supposedly such things are difficult to come by, so how did he get one?
Shinzon first overthrowing his Romulan guards and then spending several years in secrecy building the ship on Remus is a fairly ridiculous idea - the rebellion would be discovered much sooner than the ship could be finished. But Shinzon couldn't build a ship for his own use when Romulans not allied with him were still guarding him; the Scimitar
is not a makeshift boat being cobbled together from raincoats at the Alcatraz attic.
So either his Romulan allies were already building a thalaron ship on a Reman slave yard under some pretense but with the ultimate intention of giving it to Shinzon for use in a coup (a great way to blackmail the rest of Romulus to submission), or then they arranged for Shinzon to capture a Romulan ship being built (perhaps by Shinzon and his closest friends, although supposedly they were warrior slaves with privileges rather than builder slaves) on a Reman slave yard for purely Romulan purposes, with the apparent intent of letting Shinzon fulfill said purposes in addition to doing the dirty work involved in the coup.
(Or with the intent of letting Shinzon get blood in his hands with the coup, after which he would be eliminated and the ship put to its intended purpose. But since the Romulans never manage to eliminate Shinzon, this is a bit unlikely - what happened to the putative dead man's switch?)
In either case, Romulans wanted to rain thalaron dust on some world, and it can't have been Romulus. So the "Shinzon has a change of heart" model has to accommodate the idea that an enemy world was always going to be destroyed with the ship in Shinzon's possession.
Now, the Romulan allies of Shinzon squabble over two things: "Why isn't Shinzon attacking our enemies already, as agreed upon?" and "Should we really let him destroy Earth?". This makes it difficult to decide whether things proceeded as planned until Shinzon was stopped by Picard - or only until Shinzon decided to destroy Earth...
But what other world could
have been the intended Romulan target? Letting a "rogue" Reman slaughter the Earthlings with thalaron would be a great maneuver for Romulans who had just been victimized by the horrid weapon themselves!
You bring up some excellent points, which the movie utterly fails to answer.
-Yes, where the heck did
Shinzon get his hands on thalaron? For that matter, where did he get B4?
-Where did he get that huge ship? How could he have had it constructed right under the Romulans' noses? Who built it? The Remans? When would they have had the time, being, you know, slaves and all? I'd think the Romulans would keep records on the Remans' activities, wouldn't you?
-What was the intention of the thalaron? It was obviously for Earth (which reinforces the theory that the Romulans were the ones who supplied it), but then why all of a sudden do the Romulans worry that Shinzon will destroy Earth? Isn't that, like, what they were planning all along?
-Why does the Scimitar (and her Scorpion fighters) even look like it does? The Remans don't have any ships of their own, they're slaves! And if the Remans built it, what would their incentive be to make it look absolutely unlike any Romulan ship ever seen? Are the Remans ship designers when they're not hauling dilithium at the crack of their masters' whips?