Kandori exists for Nanjou's route mostly but he does appear in Elly and the Jpan only Tatsuya episode in the PSP version. Nyalarthotep was actually his Persona in Persona 1, and it's heavily implied that he was actually goading him into doing everything effectively making him the villain of the first two entries in the series. He's more of a treat for P1 fans to be honest but he actually gets some good characterization in the sequel.

Yes, Philemon is the first Super Boss in the series and starts the whole "battle a good guy associated with the Velvet Room" schlick the series has going for it. He also has a counter if you try to cheat and beat him with Armegeddon like Elizabeth and Margaret.