Let $C_0$ be the segment $[0,1]$ $C_2$ will be $[0,1]$, with the middle third, an open set removed, so $[0,1/3]\cup[2/3,1]$
First, if we removed closed sets would the cantor set, the limit of what remains from this process, be the same?
I was able to show that the limit of the sequence of partial sums of the pieces converges to $1$. And this happens if the removed bits are open or closed, it doesn't matter. Don't know if that helps or not.
Second, I've been trying for two hours and I still can't find a sensible way to write $C_n$, in some compact notation.
I don't think you'll produce the same set. At each stage of the usual construction, whatever endpoints you pick up are always in the Cantor set; for example, $1/3, 2/3 \in C$. If I understand you correctly, then your construction removes these points.
As for a sensible way of writing the $C_n$, that depends on your definition of "sensible". I think that cutting off the formula for $C$ given at Wikipedia at a finite stage is something you've considered. You could look at $C_n$ via $3$-adic expansions: to begin, prove that $C_1$ consists of points that can be written as $$ \sum_{i = 1}^\infty \frac{a_i}{3^i} $$ where $a_i = 0, 1, 2$ and we restrict to $a_1 = 0$ or $2$. Such descriptions are pretty compact, but I always found it hard to use them to prove anything about $C$. On the other hand, they make constructing the Cantor function very simple.