1. The Illusionist is found only in the start area, or after completing the battle tower.
2. speak to the millers wife and she will tell you to speak to three people, one of whom will tell you where to find the assassins.
3. If you are referring to a quest location, this answer is different, but there is also a large mine in the valley to the right of the map.
4. you can only untrain skills... not stats. any points in stats is permament.
5. see answer 4