The Riddler answers
CONUNDRUM ANSWERBrad is a priest (Father).
BLOOD TIES ANSWERHarry & Joe are brothers. Alex is Joe's wife and Frank is their (adult) son
WHO KILLED MR. BLUE ANSWERMr. Green lunged for the ax and threw it at Mr. Blue, who was trying to exit through the door. (Mr. Green could see what he was doing because of the lightning.)