Why did convict cover for Pip?
Because Pip helped him out. E was a convict but still had a heart.
What's up with the woman in the wedding dress?
Woman is crazy left at altar and completely broken. She forces her daughter to become close with people and then takes them away from her.
After Pip inherits money he turns into a jerk because he acts the way he expected to: proper, snobbish and starts spending money on useless things.
Foreshadowing: woman in dress is rich but a bad person, so it's seen that when Pip comes into money he will turn out the same way.