I thoroughly agree that the characters in this are fantastic and really tug on your heart. I think I can help with a few of your questions:
Party started: After you sit down again, just before you go to sleep, check the music section of your phone.
Cigarettes for Holly: In the screen with the newsstand guy, there is exactly one conversation step where you can click on the cigarette section. Keep your mouse over it and it will light up. And just to save you a follow-up question: You initially get her the wrong brand, but if your conversation with the seller asks him "Did you try?" (about talking to the girl), it will lead to you swapping packs to the right brand.
Autograph to Cece: So far as I know it only happens offscreen. If you don't ask Lexi and do bring it up in the Limo, it will lead to an outcome that you can view from the menu in a bonus screen.