Welcome to the forum!
Sorry, can't answer your question about missing characters. Sounds like a bug but I've not had any real problems other than game freezing so don't know.
About annexing. There are a couple of ways to see which countries are which. One is to "study political situation" at the map in the castle. The other way is when the screen first shows up in grey tones there are three "tabs" or buttons that allow you to choose your quests, go into build/buy mode and the bottom one is a map of the different countries. When you click on that one all the countries show up on a map, with only three countries having colored flags on them. The colored, flagged ones are the ones you already have, your own, and two annexed ones, which are Tredony and Crafthole. Entremount doesn't show up until you buy the map in the Village Shoppe and take a ship there. The other countries can be seen by clicking around on the map. You'll get to see the outline of the country and on the right a brief description of it, the ruler, and what items you can sell or trade there. To ally a country, there is a little reddish orange flag/bar on the upper right side of the description. It will cost you RP to ally a country. Once the country is an ally you can trade with them with your merchant. Once they are allies they will send a representative to your court and you will find more quests in your list of quests, that once completed, will annex that country.
