From what I've read Jordan stated that every person has a body, an immortal soul, and a [life?] thread in the pattern.

I'm curious about which of the three a [warder] bond is tied too. Do we have any information on this?

My guess would be: Not the soul.

Were any of the other Forsaken with Graendal when she was balefired?

For sure not Mesaana nor Semirhage.

Most likely not, the only forsaken how knew the location of her lair was Moridin. Had he been there Rand would probably have been affected badly through their connection.

Besides, we aren't 100 % certain that Graendel was BF'ed. Rand says she's much smarter than him, so we could assume that she saw through his plan and countered it somehow. Though I do find it improbable.

When Lews Therin's voice disappeared, did his memories go also or did his memories stay?

Most likely we won't know until the next book.

What am I missing???

He wasn't completely trapped, as some of the characters in the books have realised / pointed out. And they think that's the reason he seems to have gone mad.

You missed one of his names, Ba'alzamon. ;)