SPOILER:
We recently learned in the Blightcaller short story that a special process is involved in the creation of Death Knights that differs from normal undead, which involves an incredibly powerful necromancer (ie the Lich King or Val'kyr) infusing the undead in question with a portion of the necromancer's essence. It also requires a flesh transfusion if the body is too far gone. This process protects the body from further rotting, increases physical capabilities, and grants access to various strains of death magic. This, I presume, is also the reason the lich king has such perfect control- he simply controls the will of the given essence, much like a Horcrux.
In terms of Sylvanas, this process is not part of her reanimation. The reason her body is so well preserved is that it is well cared for, first by Arthas to torture her with, then by the alchemists of the Royal Apothecary Society. She is simply a Banshee that has possessed a wellźpreserved corpse, rather than a Death Knight.
"All of Time and Space. Everything that ever was or ever will be. Where do you want to start?"
"We're all stories, in the end. Just make it a good one, eh?"
I'm not certain if this will answer your question - but regarding free will; Sylvanas regained her free will during the events of WC3, when Ner'Zhul's power over her and the banshees weakened. This weakness was caused by the crack in Ner'zhul's Frozen Throne when he cast out Frostmourne to find Arthas. Once she regained her freewill and mental capacity, her hatred for Arthas and his destruction of Silvermoon came out. From there she made the whole elaborate plan with Garithos, the dreadlords, and Kel'Thuzad and declared her army The Forsaken.
What's not fully understood is how she had complete control over her undead army,even after Arthas returned Frostmourne and became the Lich King. There's theories but much like Archerus breaking free from Arthas' mind control - it's kinda lackluster and full of plotholes IMO.
Death Knights CAN feel positive emotions and feelings. Check dialogue between Darion Mograine and his father in ICC.
No... seeing how Deathlord was able to raise his Horsemen, it seems creation of Death Knight is just a very advanced form of raising Undead, one that requires Lich King level of power. Meanwhile, Banshee is a separate entity that can exist without connection to corporeal body. Soon-to-be Death Knight doesn't have such existence between the points of his death and resurrection, and there seems to be no limit between these points, as seen in Death Knight campaign.
Deathknights are losers, like the Forsaken. I mean, they've already lost once and ended up dead.
Spoilers Ahead for the Death Knight Order Hall;
In the storyline, the Lich King himself gives you a Mark of his power in order to raise Death Knights as Champions, at one such endeavor, I believe there is a dialogue regarding Garrosh and him being brought as a Knight, but the attention is then shifted to Nazgrim who followed Garrosh to his demise. The other characters don't tie in much to the story, but at the ending Mograine is lost saving the rest of the Knights from Liadrin's Wrath at Light's Hope Chapel. Once you're back at Acherus Mograine is gone, and the Lich King commands you to raise your final Horseman to lead the others. It stands to reason some beings with too strong of goals wouldn't be proper candidates in serving the Lich King which is ultimately all we're here for. The Legion is a threat to the Lich King as well, it's in his own interest that Death Knights continue serving at the front lines. This does beg the question, what if the Deathlord were to raise a Demon Hunter? Would their corpse be unworthy because of the Fel and demonic magic? or would it just serve to add more power to their arsenal? Personally I've been playing around with this thought for awhile, and the thought of "once the Legion is gone, what purpose will Illidan and his demon hunters serve? They were cast out once, but now that they're playable characters I'm interested to see what happens to their story arc.
Easy one, Sylvanas is a bitch and DK's mostly are not.
Walking with a friend in the dark is better than walking alone in the light.
So I chose the path of the Ebon Blade, and not a day passes where i've regretted it.
I am eternal, I am unyielding, I am UNDYING.
I am Zethras, and my blood will be the end of you.