JOEL -
"And, in fine, wo unto all those who die in their sins; for they shall return to God, and behold his face, and remain in their sins." (2nd Nephi 9:38)

Alma said the following:

"Now, concerning the state of the soul between death and the resurrection - Behold, it has been made known unto me by an angel, that the spirits of all men, as soon as they are departed from this mortal body, yea, the spirits of all men, whether they be good or evil, are taken home to that God who gave them life. And then shall it come to pass, that the spirits of those who are righteous are received into a state of happiness, which is called paradise, a state of rest, a state of peace, where they shall rest from all their troubles and from all care, and sorrow." (Alma 40:11-12)

Alma explains that after we die the spirits of all men, good or bad(ie those who die in their sins), are brought before God and are either sent to Paradise or to Spirit prison where they will then have the opportunity to be taught the gospel and receive forgiveness for their sins if they accept it. But at the moment a sinful person returns to God and beholds His face he will still have with him his unrepented sins(remain in their sins). Nephi did not say they would remain in their sins forever. He meant that at the moment they faced God they would still have their sins.

DANIEL - How come D&C 128 and 138 says that those who accepted a proxy-baptism can go to the Celestial or Terrestial Kingdoms, D&C 137 claims that they shall be heirs to the Celestial Kingdom while D&C 76 verses 72 and 76 (those who died without the law but accepted a proxy-baptism) are said to ONLY inhabit the Terrestial Kingdom?

JOEL - The D&C 76 scriptures are talking about those who did not and/or would not have accepted the gospel even if they were given the chance while on earth, but later did accept the gospel when it was preached to them in Spirit Prison. They will inherit the Terrestrial kingdom.

The other scripture(D&C 137) is talking about those who would have received and would have accepted the gospel while on earth if they had been given the opportunity during life. These people can inherit the Celestial kingdom after they are taught the gospel and accept it.

DANIEL - How could Nephi have had successfully fooled Zoram when Nephi was wearing Laban's bloodied armour? Is there any logical reasoning how Zoram could have been tricked by not noticing the blood from his master after his decapitation?

JOEL - I really don't understand why critics like to pick at this one particular little detail in the Book of Mormon.
People often base their conclusions only on what is said in the scripture in question that describes an event. They don't consider that other things may have also happened that were just not recorded or explained in words.
We know that Laban was drunk and had "fallen to the earth", and so was lying unconscience on the ground when Nephi found him and cut off his head (1 Nep 4:7,8,18). Nephi was described as large in stature(1 Ne. 4: 31) and quite strong enough to cleanly and quickly cut off Laban's head.
Being unconscience, Laban would not have struggled much and if he was lying on his stomach and was not on level ground(ie head pointing downhill), the blood could easily have flowed downhill away from his body, with little or no blood getting on the front of his clothing.
Even if some blood had gotten on his clothing and armor, how do we know that Nephi did not wash it off first before putting it on?
When he came to the treasury and saw the servant of Laban, perhaps, because it was night time(verse 5), it was too dark for the servant to notice Lehi's face or see any blood; or Laban's clothing was already a red color making it hard to see any blood stains.
Remember that Nephi spoke in the voice of Laban(verse 20), so the servant already assumed it was Laban. So if he did see blood stains, he might have just assumed that, since Laban was wearing armor(perhaps even a helmet which hid his face), he had just killed or fought with someone else, getting blood on his armor in the process. And, being a lowly servant, Zoram would not have questioned his master about it.
Whatever the case the power of God was with Nephi during this entire ordeal. And Nephi's faith was so strong God would not have let him fail.