Ilink port (based on ieee1394 interface) was removed in SCPH-500XX models, and newer. I.Link was mostly used for creating multiplayer network involving multiple PS2 consoles.
Expansion Bay was last time available in SCPH-500XX models, so in last "FAT" model. Removing expansion bay disallowed games like Final Fantasy 11, or Linux to run on newer consoles.
ATA port was in theory removed with removing Expansion Bay. But in SCPH-700XX (first slim model) Sony leaved hardware, and ATA pins required to connect HDD on motherboard. So ATA port was really removed in SCPH-750XX, and later models.
IOP (MIPS R3000A)
Used by PS2 as I/O processor or as a procesor used to run PS1 games (is the same chip that PS1 had). Since SCPH-750XX models IOP was replaced by PowerPC chip that emulates IOP. This resulted in some minor, or major compatibility issues for PS1/PS2 titles.
In ROM version 230 Sony removed support for update software via memory card to block Free MC Boot exploit. Exploit used this update ability to inject own code into console RAM, and allow to run custom code that way. ROM 230 can be found in majority of SCPH-900XX consoles.