Should You Let Sebille Kill Stingtail?

If she doesn't kill him you cannot advance her quest line. Also, if you tell Griff Stingtail was the thief during the quest: The Imprisoned Elf, then you will not be able to advance this quest. So be sure to either let Sebille kill him first, or don't tell Griff the thief's identity.

Should you kill Stingtail?

Stingtail information

You can save Stingtail from death if you attack and defeat Silence, and this will not cause Griffs crew to become hostile. ... However at the end of Sebille's converstaion with Stingtail should you allow her to speak with him, she will kill him instantly.

Is it bad if Lora died?

If Sir Lora dies, he will follow you in spirit form. You can see him with Spirit Vision. His quest yields no experience and is not noted in the logbook.