I didn't see anywhere that Lorri said that they almost divorced over Damien's celebrity. I saw some kidding comments about it, but nothing to indicate that their marriage was in jeopardy. It was simply husband-and-wife banter, IMO, nothing more.
Damien and Lorri didn't go to New Zealand so Damien could appear in The Hobbit. They went (on Peter Jackson's dime, BTW, not on money collected from supporters before anyone gets off on that mistaken idea) for a much deserved vacation. The movie role, which is not definite, was an after-thought.
I don't know, but I would think that if Shelby Misskelley is still in the West Memphis/Marion area, Jessie would have seen her. Maybe it hasn't been reported because they don't want to make a big show of things. Apparently, Jessie is still very uncomfortable in the spotlight, IMO because of his low IQ and his inability to field questions on the fly, like someone with a normal IQ would be able to do. He has said that he will eventually answer questions, but that he simply doesn't feel up to it right now. I don't see that as an indication of guilt, but merely an indication of his mental deficiency.