Lister is in front of the mine near the start of the path that leads to the harbour, near the beginning of the fjords (you can reach it before lowering the barrier, or even getting the battle tower).
Jimmy Dean is west of the harbor, high up on the mountain near the edge of the anti-dragon shield (camp overlook).
Xanlosch, and his pet creature, are in Stone's flying fortress. They are inside the anti-dragon shield, which can be disabled by the only generator left in the fortress (there were several in D2:ED)
The illusionist should be sitting at, or standing near, the dining room table in the master's quarters, on the opposite side as the teleporter (on the right as you enter from the elevator).
The Hall of Echoes is the last section of the D2:ED portion of DKS, so complete everything that you want to do in Broken Valley, the Fjords and Sentinel Island before proceeding. In D2:ED level 36 was about as high as you could get without exploiting one of the couple places that opponents could respawn; finishing below level 32 or 33 could be challenging. With the rebalancing and adjustments to combat in DKS that may change a bit, but not a lot (a new character in FoV starts at level 35).