Let me answer those in reverse order.
Stilgar is right - you're mostly missing thief support, and Nalia doesn't really have much in the way of thieving skills, so get Yoshimo or Jan, and you'll do fine.
Of the two priest choices, well, Viconia is a really solid cleric, but she is evil, and you do have enough priestlyness. Anomen is a solid fighter/priiest, but you have plenty of melee force there, and he can be a little annoying
On part 2 you have to open the door to get out of the poison gas, and whack the two vampiric mist critters. Look around for a way to do that - if you get really stuck, highight the text below for a spoiler.
The wheel in the center of the room will open the door.