I had no problem killing Ebora and the Colloidal Warrior in the bath house, apart from their being fairly tough.You can kill the desert terror in Thronheim, but you have to hit it before any of the guards can land a blow on it. If one of the guards hits it first, nobody in your party can damage it, so in that case you might as well leave it alone.
TTBOMK, ID Monster is broken. I'm not completely sure, but I think they've reversed the abilities for expert and master.
I can't help you on the specifics of the last one. Generally speaking, this can be a problem in all the Might and Magic games right back to at least MM4. Usually if monsters get stuck in a wall, you can kill them, but sometimes you can't see them and it's rare to be able to loot them.