I've used blocktrades maybe a half dozen times now and it's always come through fast and effortless. After reading a recent post, I even used it last week to convert some SBD I'd accrued into Steem rather than using the internal feature that takes several days to make the conversion. I hadn't thought to do that before!
I've always bought straight to Steem Power. It's true you can't transfer SP without powering it down into Steem first. But the Steem and Steem Power in your account are essentially just different wallet addresses to my understanding. When you designate a Steem Power purchase in Blocktrades, you're really buying liquid Steem but just asking it be deposited directly into your SP balance. You could purchase Steem and then power it up on your wallet page, but this just saves a couple clicks if you know that's what you're planning on doing.
I see, i knew that SP was not tradeable after it's in SP, but I never thought that STEEM can be powered up from a different wallet into mine. I really have to download a software wallet to checkout how these addresses really work in Steem.
I'm not technically savvy enough to understand the background mechanics vs something like a bitcoin wallet... However, take a look at your wallet. If you go to your steem balance and select the power up option, you'll notice there is an advanced link that opens more options. In here you can actually select another account to send it to during the conversion. Again, you could just send the liquid steem, but it's a way of locking that receiving account into at least a bit of a vested time period as they'll need to power down to convert it for sale.