If my recollection that you haven't read Martin beyond the first book is correct, then I can't agree with you - as I recall the deaths in that book, especially the big one, are very important, well plotted and crucial to the series. The later books have some rather more dubious ones.

Nazca being underused as a character - yes, definitely, but then character development is secondary to the cool plot in this book, although as the series goes on I expect that to change somewhat. Nate does raise a valid point, she probably would've had to die later in the book anyway, but I agree with you that her death seems both pointless plot-wise and not as impactful as it should be. I think the main purpose is to get both Locke and the reader to hate the Gray King and the Falconer, and make it clear that they are the bad guys - which one might otherwise have been inclined to overlook.

Sorry, no idea. Though if you ask me the overpowered Bondsmage makes the Gray King look like he barely has any assets of his own beyond whichever mysterious trump card that allows him to control the Bondsmage.

I just noticed that you're writing "Grey" because your copy really would say that, wouldn't it? One of the many American/British differences I never did get straight, I'd usually write "grey", but as this is an American copy, I guess I got used to seeing "Gray King".

Interesting choice to make him both the secondary brain, so to speak, and the main muscle. At times he's made out to be almost like some kind of Porthos, but definitely a lot more intelligent.

Can't say I'm noticing much "more equality than they might usually get in SF/F", mostly they're just, as you note, less present than in most other series as the only halfway major female character so far just got killed? Those monster-fighting scenes and Barsavi's scary twin bodyguards do establish female fighters as a big thing in Camorr, but in a very different way from e.g. Steven Erikson's way of hammering on how his female soldiers aren't so different from male ones.