User actions sequence classification
NN is automatic feature extractor, it will find columns that you suspect are valuable, if you encode it right

Dont worry about indicating specifically these columns. Worry about optimising your DNN architecture. Since you say you have variable input lengths, one optimisation method would be utilising dynamic sequence bucketing

There is no ultimate theory (without some serious assumptions being made) that says if only X is satisfied than you can be sure Y will beat all other methods, or that it will converge. Try a couple of different approaches in all stages (models, preprocessing etc) and see what works. Just make sure you make minimum viable experiment enviroment, i.e. representative train/test set where you can quickly iterate at test different approaches