FoxySage: It's not Alazander. I thought that too at first, but the dukes adventuring party is part of the main quest. They give you clues/map location of Maganus in the ogre fortress.
Haven't found any undead yet. I thought it was in the warehouse where you find a note about it being haunted. But haven't seen any undead in the area.
The house with the noble woman i thought had some quest to it (thought apparently not, as far i have seen?).. you can find her husband in the loviatar temple, but every time i try speak with him he says he is busy at the moment and won't talk.
I still don't know who the famous character is, but as for the other two ...
*SPOILERS* - IIRC, you need to spend the "night" (aka rest) in the haunted warehouse for the undead to appear. If the footprints refer to this event, they are placed really confusingly though.
- The wife is indeed related to a quest. At some point you will need something from the husband, and you can learn about his secret desires from someone in the Loviatar temple and blackmail him by threatening to tell his wife (or maybe even do it for real). It's optional though, there are other solutions to this quest, and personally I opted against it, because I thought it was rather low, regardless of the husband being a dick, you just don't do that, not even to your worst enemy. ;D