>> I was recomended to use Convert to Profile by the print bureau.
i think the undercurrent here is the source>print Conversion should be applied in the printer setup — not in Photoshop — although, as long as the conversion is done as a final last step in packaging the file for the printer (and that's what the printer requested), i don't see a problem as long as you keep the editable working copy preserved in its wider-gamut form
- PS: it could be the printer wants you to do the Conversion so you can see the gamut problems with your file, and he doesn't have to explain why your out-of-gamut colors shifted and blocked up because YOU did the conversion and he only printed YOUR file
in other words, as you probably know, don't convert your master file to the small print profile, hammer away on it, and Save over it...much better to work on a copy of the master file in Adjustment Layers, and do the conversion as a last step before saving a copy of that for the printer
if i was developing a workflow to deal with these issues, i would read everything Bruce Fraser wrote about Photoshop Gamut, Gamut Warning, Soft Proofing, 16-bit capturing and editing in Adjustment Layers (until i fully understood what he was talking about)
next i would go to View> Proof Setup> Custom and set Device to Simulate to the printer profile (so i could exploit Photoshop's Gamut Warning & Soft Proofing tools)
then when the prints come back, train my eye to interpret the differences and work better from the start based on what is being observed in the problem (and good) areas
of course, this is assuming that all three of your profiles are excellent for 'accurate' proofing on the monitor: source, monitor, and print spaces
