I stick to my belief that Deathstroke has been working with Prometheus. Maybe he was one of Chase's mentors, like Talia. Perhaps one of the first to prompt Chase to seek his own revenge. We don't know what Slade was doing during season 1 except that he was looking to destroy Oliver since he left the island. I don't remember if there were any details mentioned in season 2 of his whereabouts since he escaped, how did he get a lot of resources, who saved him in the first place, etc... But he knew Oliver was the Arrow when he finally appeared in Starling City.
Talia vs Nyssa, yeah totally happening. I guess Malcom will join Justice League of Arrow, too.