[Spoilers]
For now there aren't many differences. The information I've gathered from other comments are the following. If you don't choose kill him or serve him during the lizard treasure storyline, in the orc's war storyline you can choose to serve him. If you choose to don't serve him, nothing special happens, while if you choose to serve him and after you confirm that you want to serve him or you change your mind once again, you should be able to have a sex scene with him that should be longer and have more scenes based on which enemies love you, that can involve Groth and that can kill you if your sanity is 40 or less. Plus there should be an option of asking to protect Groth linked to a Charisma test.
I think that the decision to make the Nameless' choices unchangeble is the most disliked. Personally I don't care for two reasons. The first is that he game has multiple storylines, and this means that the result of an action that you do now could show it's negative repercussions 5 months later and, since I don't mantain my really old savefiles, functionally is the same as a nameless choice. The second reason is more filosofical: in my opinion, if you choose an option because you already know the outcome, you are not playing your version of the game but you're copying someone else's choises, that for me is fine for the seconds times I play the game, but makes the first playthough less autentic and personal. This is what I think in order to not get contrariated, but I know is not a solution that can be shared by everyone.