Gentleman Bastard/WMG

Locke's father will appear somewhere along the way.

Since Locke specifically mentions that he didn't die, he just left. It will also turn out that the father's name actually is Locke, and Locke did in fact name himself after him: at that point, Locke's real name will be revealed.

Sabetha is inspired by Diana Villiers.

Crazy, witty, doesn't play by the rules, wears trousers, swears almost first thing we meet her, unusual coloring (red hair/black hair and blue eyes), good posture, fond of slightly dangerous physical activity (climbing on roofs/riding and driving), and has a habit of running off to foreign countries and leaving behind a celibate protagonist who is eventually reunited with her. In The Hundred Days Diana Villiers drowns when she drives a carriage off a bridge and in The Republic of Thieves Locke is told that Sabetha fell into a canal and drowned. Diana's even described as "gentlemanly."

• Though I highly doubt that Lynch went to all that trouble to create such a mysterious and interesting character just to kill her off in such a lousy, anticlimatic manner. Her red hair that she was so set on hiding has to be a Chekov's gun, and it's rather mysterious that she "died" in a manner that had so few witnesses.

• • I never got the impression that Sabetha was actually dead; only that little Locke believed she was. And I may as well mention that the original WMG was Jossed, though I'm too lazy to go and find the link.

• • It's explicitly established in Lies that she was one of the Gentlemen Bastards before even Locke became one, and the "death" Locke witnessed in the preview chapter was during his time at Shades' Hill. So as far as we know, she's very much alive at the end of Red Seas.

Jean and Locke have contracted the nasty affliction known only as the Cartwright Curse.

Well, as of the end of the second book, Jean has Ezri, while Locke has potentially two, since Nazca, while not truly a love interest, had a little Ship Tease going on between her and Locke at times, and, apparently, Sabetha may have drowned, though it seems very, very unlikely. This will add to just how unlucky and totally screwed the pair are. They just can't catch a break.

• Sabetha isn't dead. The prologue of Republic of Thieves takes place before Locke was bought by Father Chains, and also before Sabetha was bought by Father Chains. Since we already know she was/is a Gentleman Bastard, it's impossible that she drowned before leaving Shades' Hill. Most likely it was a coverup for her purchase by Chains.

Locke ends up back in Camorr as Count of Westwatch

Or as head of the Nightglass Company. I mean look at the title of Book 7!