Hey thanks for giving it a read! I really appreciate it. Great questions too! I'll give my off-the-dome answers.
For Nivedar, I think the library is a great place to learn more. Maybe the Book of Names has a reference to Nivedar at the start? If not, surely those currently wearing Rings of Torment should be able to provide some lore. I also think the Knight of Pain would be a good opportunity to do some lore drops. In my playtest that encounter was very roleplay heavy. He's got to die in an honorable death, what that looks like depends on the GM.
I think putting the ring on would be a good opportunity to describe the effects. Perhaps Nivedar himself whispers in their ear and welcomes them to his domain?
In Shadowdark, Deadly means you roll to see if there's a chance of a random encounter each round. So each dungeon turn is only a 1-in-6 chance of a random encounter. The intent is to spice things up! Hoose breaking free is a good enough reason for Encounter #2, expand on this as you see fit. For Encounter #4, I'd narrate the grinding of stone on stone. The intent is to be another hint for opening the door (as well as a possible exit if the PCs are trapped in there lol).
Let me know if you have any other questions!