Do you remove the bones / ham hock at anypoint? Or do they remain in the stock for the entire cooking process?

As I have seen in China- no- in fact some would spit the bones onto the plate at the table even in 5 star restaurant in Pudong, Shanghai.
2- If you don't like them- remove them before serving- bones, tendon, gristle, etc adds to flavour.
3- Authentically, retain them.