I'll give you my own interpretation of the situations that you've described
1) I don't know...
2) Usually, in that case, you have to define the captain amongst all eligible targets (i.e. all heroes in the warband)
3) If the heroic action is free because no might is spent, I would say that Grima can't use his special rule (for instance, Elendil's free heroic combat). This is different from taskmasters, however. In that case, I would say that the hero who wants to call an heroic action has to "theorically" spend 2 points of might. If the taskmaster makes it free, 0 might is spent