Many of your dealings with tomb-colonists depend on and raise your Dangerous score, including the Connection-dependent card involving them. Why is that? Well, how do you think someone would get sufficiently beat up, shot up, or cut up to become a tomb-colonist in the first place? Many of the tomb-colonists were brawlers, gunslingers, and duelists in their past life, that's how!
Plus, once they're so badly maimed as to be outcasts from all polite society, they have far less reason to avoid risk and conflict, so they go on to learn still more Dangerous abilities. Some of the Tomb-Colonist elite - like the Mercies - have literally gone to Hell and back in search of adventure, risk death daily for fun, and drink poison like wine. They're already dead, so nothing can hurt them!
Feducci is heavily implied to not be nearly as maimed as he pretends, and may not even be "qualified" for tomb-colonist status. No wonder he runs an organization of Final Death duelists - he's too good for anything to really hurt him.
This is probably incredibly obvious but Neath is short for underneath.
During the Troubled by Vermin storyline, you can interrogate the rattus fabers to get them to lead you to one of their stashes. This will get you a randomly selected treasure. The glim, beeswax, rostygold, and suits of clothing are all things you'd expect to find in stashes like that, and even the Infernal Contract doesn't raise too many eyebrows...but how the hell did they get hold of human souls?!
Souls are a tradable commodity. The rats aren't necessarily the ones who took them from their owners.
The absence of the Prince of Wales. Around the time London fell, he would've been twenty years old, and all the royal children that appear seem to be much younger than that. Also, historically Victoria blamed him for his father's fatal illness. What could've happened to him in this timeline?