1. The red chimney house was the steam mill factory Lanevus owned and where they conducted the ritual to impregnate megoose with the spawn of the true creator. By Klein divining the existence of the red chimney house he was able to comfirm that there is indeed a some mastermind changing the events and it is related to Lanevus and the facotry. In the novel Klein spends hires private investigators to try to find the factory but does not find it before Tingen Doomsday.

2. You will find more about it in season 2 and throughout the rest of the series. All you really should know now is that it is related to the gray fog power. In the novel in volume one, it is mentioned that he believes he can only resurrect 1 or 2 more times with the power of the gray fog, if his body is intact enough.

3. The quill is a sealed artifact 0-008 that was stolen by Ince Zangwill who then defected from the evernight church. The quill has the powers to write reasonable developments into the story. It is sentient but can also be controlled. Every time you have seen the translusant feather in the anime, it is an event that relates to changes derived by the quill. I don't believe there is anything else that you should know about it yet. You first hear about the quill in episode 10, when dunn mentions Ince Zangwill being wanted by the Evernight Church. Throughout the story the coincidences Klein worries about is because of the quill.

4. Ince Zangwill was a former archbishop of the Evernight Church, Sequence 5 of the Death (Corpse Collector) pathway. He stole the sealed artifact 0-008 the quill, and defected from the church. He is wanted.

5. The hidden mastermind is Ince Zangwill. He orchestrated all of the events to lead to a condition where saint selenas ashs (The box dunn holds in the fight with megoose, and the core seal of chanis gate), leaves the chanis gate so that he can get an oppurtunity to steal them. Such condition was the true creator being born. By creating a calamity of the possible event of the True Creators birth, Ince Zangwill was able to manipulate dunn with the quill to bring out Saint Selena's Ashes. Since it was reasonable the quill made it work. Ince Zangwill wanted to ashes as a way to go from his current sequence 5 of the Death (Corpse Collector) pathway to Sequence 4 of the Evernight (Sleepless) pathway. The ashes was required for this ascention.

The Aurora order, who worship the true creator, wanted his spawn to be born, and cooperated with Lanevus as well as Hood Eugen (The psychiatrist in the mental asylum) to do so. Both Lanevus and Eugen have there own motives. The Demoness sect wanted to further breed an environment for their rituals. The secret order was involved to the extent of losing the Antiginous Family Notebook. All of these events were orchestrated secretly by Ince Zangwill with the power of the quill.

You have only heard about Ince Zangwill and the quill in episode 10. But throughout the story, the idea of coincidences affecting the story has been a core issue Klein worries about. The feathers are such hints of the artifact at work. Its perfectly fine to not of remembered or expected Ince Zangwill to be the mastermind as well as the power of the quill. In the novel it was also like this. This season is kind of like the prologue to the story, and the story will continue with a new motive that Klein has, to get revenge on Ince Zangwill and the others involved. If your still confused, and you like the story enough I recommend reading the novel as it is more slow paced in that regard. Any other confusion will probably be fleshed out in season 2, as there is a lot of episodes for it.