1)
Why does the Torah insert the (otherwise superfluous) word "Vayomer aleihem Moshe"?
1.
Oznayim la'Torah: Because, presumably, after initially adressing them angrilly, he waited until his anger abated before continuing.
2)
What are the implications of the word "Kol Nekeivah"?
1.
Seforno: Moshe was referring to those women whom they recognized 1 as having caused Yisrael to sin.
2.
Oznayim la'Torah: Moshe was pointing out that regarding the males, they knew to draw a distinction between the grown-ups - whom they killed - and the children - whom they kept alive - Why not the females!