Well, Alexandros seems like he's doing as well as can be expected given the deliberate sabotaging of his upbringing, he still manages to enjoy swordfighting, isn't dresing up in makeup, and is only a bit more petulant than your average 8 year old, especially an Imperial Heir. (We have some well raised heirs so far, but when you start having nannies raise your heirs, it tends to all go down the drain.) Of course, he's 8, and we have no real idea what he's going to end up like, but hopefully he manages to grow up without being a total layabout or a catamite.
Romanos IS loyal, good, but hopefully that Angelos? fellow isn't working for whoever that shady guy at the end was. (the Angelids are in Anatolia, unless they've been shuttled around somewhere else.)
As for the mysterious messenger, Konstantinos calls him an Easterner, and a Barbarian, but what does Konstantinos the Italian considers a barbaric easterner? It could be someone from Sinope or Trebizon, it could even be a Bulgarian, most anything is east of Konstantinos, all we know is he isn't a Spaniard or a Frenchman at this point. Alternatively, it could be as far afield as the Mongolian Empire, or a Russian state of some variety, Sortmark or 'Rus' proper. I seem to think he is either a Persian or a Mongol/Russian, though.
Hopefully Albrecht can manage to get out of this one, or at least keep things going somehow, while Andronikos gets his bearings and enacts whatever scheme he's playing at. Romanos escaping would be a boon to Andronikos as well, hopefully he can be saved before he's executed or whatever awful stuff these evil cats are playing at.