Sarapen is not deadAs pointed out in the main article he was killed Deader than Dead, but then no body is recovered despite Veresa's efforts. It's a classic set up for a Big Bad to return.
Markus isn't a crossdresserHe is a repressed transsexual I'm not sure why, it just seemed kinda like it could be this.
The Merchants MacDoig are TimelordsThey have a magic shop that can move between worlds, and get any magical or non magical object they needs, plus are incredibly long lived with an uncanny ability to know what people want.
Kalix isn't being unnecessarily angstyFridge Brilliance time. It's revealed in book 2 that a lunar eclipse makes all werewolves feel as depressed as Kalix does all the time. All ill, nauseous, woolly-headed, and with difficulty in thinking. Now remember Kalix was born at the height of the full moon in werewolf shape. This means that for her the "normal" world is a permanent eclipse. Imagine living everyday of your life with a permanent heavy flu, no wonder Kalix is a mess.
The books share the same universe as Millar's other work The Good Fairies of New YorkThere is no crossover of cast, but the set-up of the world in both novels is really familiar.