With this story structure, you need to think about how things got this way. In the past, elf E and undead person U knew each other, but things have happened:
- They've both lost parts of their memories.
- U has died and become undead.
It's probably best if they lost their memories for the same reason, because two different causes of memory loss in a story strains credulity. But that doesn't mean they have to have lost their memories at the same time.
Also, U has died, which isn't a terribly unusual thing, and become undead, which is unusual. You need to decide if the reason for that is connected with the reason for the memory losses.
If some enemy of one or both of E and U is responsible for these events, you need to figure out why they're doing these things (a better reason than "just to be evil" is a good idea), who else they've deprived of their memories, and what else they're doing.
At this point, you have the skeleton of a story, and need to flesh it out with more events and NPCs. Doing that will show you the answers to your immediate questions, and they'll be answers that fit your plot.
Your specific questions don't have specific, unique answers. Likely answers are:
It's better to let the party to figure it out themselves. "Dramatic revelations" in films and TV are necessary because those media have limited running times, so answers have to be inserted. It's far more satisfying for players to figure out mysteries themselves. However, they may do this much earlier, or much later, than you expect, and many of the clues you plant will be missed or misinterpreted.
The clues that set the party on the trail are due to other parts of the plot, which are connected to the reasons for the amnesia, but not the same as them.