I'm in chap.3 and i'm wandering what Lord Roenald will do after his little provocation in my castle. Should i wait after him to come back with his little army or go directly to the pirate's island ???

It's safe to get on with the game. By the time you get back and talk to the major domo Roenall still won't have attacked; it's a progressive thing, you have to do the quests one after the other. Oh. Spoiler.