My question is whether I, in the case of a long paragraph, can use subconclusions (such as a sentences beginning with Thus, So, or Therefore etc.) for the First and or Second arguments, or whether I always have to wait and summarize all points in a final concluding sentence?
Neither. You should try to avoid beginning sentences with those words altogether.
Rhetorical writing is not a series of three-line syllogisms. Your audience is smart enough to understand how juxtaposed sentences relate to one another. There is no need for this sort of "noise word" at the beginning of a conclusive sentence. They are occasionally useful to emphasize a more subtle logical implication. But if you find yourself raking your mind for more synonyms of these words, you are probably using them too frequently. Similarly, paragraphs need not obey any fixed format. Their purpose is to aid the reader by grouping together related sentences and presenting them in a cohesive order. If a logical argument naturally flows into another, by all means combine them in a single paragraph.
On the other hand, a paragraph may consist of a single sentence.
Short paragraphs can serve a variety of purposes. They naturally draw the reader's attention, without the need for any obnoxious formatting such as bold or italic. This is particularly useful when the paragraph states a key point, or draws a deeper conclusion from multiple paragraphs before it. Short paragraphs also give the reader a little variety, and help to prevent "wall of text" fatigue. Like any attention-getting technique, they can be overused, but are very powerful when applied judiciously.