From what read after his ressurection Bhaal was reduced to quasi-deity, so basically on the level of Hercules.
So I guess the Urge is really him and the goblin is (the avatar of) one of the other 2 deities of their little murder club tryiung to get him back in track.
Doubtful...the notion that any of the dead three would go to great lengths to save another is kind of nonsense...these three tried to kill each other to avoid having to share power. If one was vulnerable the other two would sooner try to kill than help.
