Some answers for you.
Unseeing Eye - The second door is to the Mind Flayer lair. You can only have the door if you have the sewer key which I believe you find in the Windspear hills. It's a golden key and in the item description it says that the key smells like the sewers. As for the golden arms and legs, in another part of the city there's another Lich in a tomb who will give up a golden torso when defeated. Take the golden torso and the golden arms/legs and find Kangaxx the Lich (bridge district I think, or perhaps docks district, I can't remember). When you give Kangaxx the golden body he'll form into a Lich. Beat him as a Lich and he'll turn into a Demilich. Beat him then and you'll get the Ring of Gaxx which makes you immune to disease and does other things.
Church of Helm - Take the Dwarf's head to the Inspector in the Council of Six building in the Government district. You'll get a reward.
Daystar - sounds like it kicks butt. I don't have it so I'll have to take your word for it.
Wave - I've found the shaft but not the blade so it's either in the Planar Sphere (but I don't think so) or it's somewhere I haven't been yet. I'm in chapter 4 now (Asylum). I've done all of the quests in chpts 2-3 except for the Planar Sphere so I don't think it's in Windspear/Umar/Trademeet.
Hope this helps.
Drink up.
-Tipsy
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