The symbol $\vdash$ express derivability in the calculus.
The syntax is:
$Δ ⊢ φ$, where $Δ$ is a set of formulas: the set of assumptions (or premises) used in the derivation of the conclusion $\varphi$.
Thus it is correct to write $Δ \cup \{ A \}$.
The *Deduction Theorem is a meta-theorem, i.e. a result about properties of the calculus and not a formula proved in the calculus.
The correct formulation of the Deduction Theorem is:
if we have a derivation $Δ ∪ \{ A \} ⊢ B$, then we can build a new derivation: $Δ ⊢ A→B$.
We have here two "levels": the level of the calculus, working with formulas written with the connectives. One of them is the conditional: $\to$.
Thus, $\to$ is a symbol of the language used in the calculus.
The second "level" is the meta-theory, where we have the relation of derivability between a set of formulas and a formula.
Thus, $\vdash$ is a symbol of the meta-language used to express the properties of the calculus.
The calculus is purely symbolical: it is made of "objects" called formulas, rules and sequences of formulas: derivations.
In the meta-theory we prove mathematical theorems about the calculus and its properties.
One of these theorems is the DT, expressing the fact that from an existing derivation (in the calculus) we can manufacture a new derivation.
The language of meta.theory is the usual math-English made of a mixture of symbols, like $\vdash$ and natural language; thus, there is no real advantage to use $\to$ in palce of "if..., then...".
But we can find mathematical logic textbooks where $\to$ is used as connective and $\Rightarrow$ is used in the meta-language to abbreviate "implies".