I have a duskwalker in my campaign and I initially had the same worry based on duskwalkers being unable to become undead. However, the characters are never actually considered "undead" or receive the "undead" trait, so that will not end up being an issue. So far, it has been fun to have a duskwalker PC. They get a lot of moments to feel tied into the campaign thematically.
Are you in the third book yet? No big plot holes opened or anything of the sort? Any special things you added for the duskwalker?
The Beginner Box has been remastered. If you have it in your Digital Content, then there should now be two downloads, one for the original (OGL) and one for the remaster (ORC).
1) My horse is slower in combat than most PCs (2 x 40 is less than 3x30)
The math seems to hold here. Based on a quick check through the Player Core, most ancestries have Speeds of 25 feet (only exceptions were the dwarves with 20 feet and elves with 30 feet).
3x25=75 is slower than the horse mount's 2x40=80. Dwarves get even left further behind (3 x 20 = 60) but Elves can outrun them (3 x 30 = 90).