When you first created the profile with no death date, WT assumed the person was alive and set the privacy to Unlisted. When you clicked the button to indicate the person is dead, that conflicted with the existing Unlisted privacy setting. You can mark the person as non-living, and change the Privacy setting to anything other than Unlisted, and the messages should cease.
'Unknown' is by policy the last name used on profiles where the last name is not known (usually that's a maiden name rather than a married name). But your profile has a Current Last Name, so I don't understand that issue.