Adding to the picture

To this point I have focussed on the development from long bony tailed pterosaurs (rhamphorhynchids) to long bony tailed scansoriopterygids (eg scansoriopteryx). 

I have not followed on from there to whether long bony tailed Paraves became short bony tailed pygostylia. I suggest they did not.

And I have not talked about the short tailed pterodactylids. 

I suggest they are related. Short tailed pterosaurs (eg pterodactylids) developed into short bony tailed scansoriopterygids (eg epidexipteryx). Which then developed into pygostylia.

Nature experimented with various forms of flight. A big challenge was transitioning from long bony tail to short bony tail. This was accomplished WITHIN pterosaur lineage. 

https://en.wikipedia.org/wiki/Pterodactyloidea

"Pterodactyloidea is traditionally considered to be the group of short-tailed pterosaurs with long wrists (metacarpus), compared with the relatively long tails and short wrist bones of basal pterosaurs ("rhamphorhynchoids")."

https://en.wikipedia.org/wiki/Scansoriopterygidae

"Epidexipteryx had a short tail (70% the length of the torso), anchoring long tail feathers, while Scansoriopteryx had a very long tail (over three times as long as the torso) with a short spray of feathers at the tip."