Arthas: He returned to his body for a moment because of frostmourne shattering. His very soul was in the blade along with that of his father and nerzhul. His question was in reference to probably chats he and his father had inside the sword.
Bolvar: The red dragons are the dragons of life. These dragons protect all life and from death they can create life anew. Tunneling undead took bolvars body after it was burned and infected with the plague. His will was far too strong for the Lich King to convert him making him the best canidate.
The Scourge: With it's master gone the scourge will wash over the world destroying all life. This is because the part of Arthas that was still human and loved the world was holding back. Probably there are thousands of more scourge hidden from the world (under da sea). The scourge would then become rabid and feral killing anything in site. They would not regain their wills because of how his mental powers work.
If there will is strong enough and when the incident that occured weakening the Lich King (after the eye was used) those with the strongest wills were free from his control. Now if they are immediately cut from his control all of the scourge would be mindless.(The mindlessness is even exhibited at the frosaken starting zone. Those zombies were said to be Forsaken who lost their minds not scourge.)
How the power was transferred: The Lich King's Crown(Helm of Domination) was where the true power came from.
The helm was crafted to give the wearer extreme mental power. It did not transfer nerzhul's soul as he was in frostmourne.