> og sagði öllum slíkt er vildu.
> dat pl. is this the thing being said or the people being told? MM/HP
suggest the former but I can´t see this

I think 'öllum' must be the people being told. He told everyone
'slíkt er vildu' "what they wanted" -- i.e. "whatever/everything that
they wanted (to know about his adventures)." If MM & HP's text was
the same as ours here, I wonder if they avoided "told everyone such
things as they wanted to know" because "such things" can sometimes
seem overly definite in translating such sentences (although it
doesn't really seem out of place to me here in this example), and that
they avoided alternatives like "everyone whatever/everything" for
stylistic reasons, to avoid the repetition (but I'm just speculating
about their motives; maybe their text was different after all).

> og bað hann segja sér frá ferðum sínum (interesting: 2 reflexive
pronouns referring to different subjects)

Yes, once you start looking, you see reflexive curiosities everywhere!
'sér' (Hallgerði) is bound by the subject of 'bað' (the main clause),
'sínum' (Gunnars) by the subject of the 'segja' (the subordinate
clause) = 'hann' the accusative object of the main clause.

> og var á búningur mikill
> and a large ornament was on (it)

Or "ornamentation"? I'm not sure about this, but the MM & HP
translation makes me wonder if 'mikill' means that the ornaments might
be collectively great (plentiful? good quality?).

> Hún sagði að svo væri "og er það ekki margra að hætta á það," segir hún.
> She said that (it) were so' and that (there) is none of great
numbers to take-a-chance on that (?),' she says.

I'm not sure about the syntax here. I think you've rightly identified
'hætta' as the verb. I've a feeling that the first 'það' represents
the subordinate 'að' clause, "and it is not of many to risk/chance
that" -- but is it normal to use the genitive in this way?

> og fannst það (is this nominative?) ekki í tali þeirra að þar hefði
nokkur misþykkja í meðal verið.
> and that was not noticed in their conversation that any discord had
(ever) been between them.

Yes, 'það' is the nominative subject. It stands optionally in the
main clause to represent the subordinate clause "að þar hefði nokkur
misþykkja í meðal verið."