My thoughts on a couple of the open questions:
Russia and US Govt
The bad guy government agents and the Russians are all of a piece. The Russians want to access the upside down as a power source (including weaponizing demigorgons?!?), and the US government takes an ends-justify-the-means approach to stop Russia at all costs. Both sides ultimately serve as yet another impediment to the heroes (Hawkins teens) from actually saving the world from the horrors of the upside down. (Highlighting their justification for being in the plot doesn't make the Russia/US govt conflict more appealing, alas...)
Vecna/Nancy Cliffhanger
I assume Nancy is going to survive this immediate danger solely based on the plot-function that she needs to survive to explain what she's seen to the other kids. The writers probably wouldn't have Dustin et al operating in the dark for the rest of the series with only Nancy learning the inside info for naught. Once they all link up with Eleven, they'll collectively piece together the full picture (that the viewers mostly have) between El and Nancy, and perhaps eventually learn the ultimate secrets of the Upside Down, including whether the Mind Flayer works for Vecna or vice versa...