1) Errastas. What the hell happened to him? He ran away after releasing the OD and ... that was it. I get that he went into hiding until Korabas destroyed the warrens, but I was still expecting him to at least appear again after that. At the very least, there should have been a scene where Draconus rips him a new arsehole. The fact that he just carries on kind of rankles with me. And with him unlikely to appear in the Toblakai trilogy, are we ever going to find out what he did when his plans failed?
2) Icarium. It was a very touching moment when he remembered Mappo (and what a sad scene that was when he died

3) The Bonehunters. The spine of the series, these fellas. It was a (pleasant) surprise that so many of them survived, particularly Balm's squad. But I wish there was more on them after the last battle. Where will they all go? Do you think any of them will pop up again in future books? I could read another whole series following the adventures of guys like Deadsmell, Widdershins, Throatslitter and Masan Gilani.
4) Tavore. Where will she go from here? I somehow doubt Mallick Rel will welcome her back to the Malazan Empire. Will she go to Letheras and settle down with her brother? I can't see her leading a quiet life after everything she's done.
There are probably more but my brain's blanking on me at the moment.