Regarding Kiritsugu and his daughter Illya, that was covered in the last episode of Fate/Zero (so not a spoiler).
Kiritsugu regularly tried to go to Einzbern castle (in Germany) where he left his daughter (Shirou mentioned here that his father would regularly "travel the world", that's where he was going); but since Kiritsugu did not bring back the Grail, the Einzbern elders did not let him in. He and Illya never saw each other again :(