But in spite of the higher fee, this is unconfirmed too. My newbie guess is that because these transactions are all tied together, the first transactions have to be cleared before the last one clears.
you are correct. a tx that spends an input from an unconfirmed tx will have to wait for that tx to confirm first.
It's just a case of establishing if i'm in any serious trouble of losing bitcoins (my impression is that the worst that can happen is that they are stuck in limbo for a very long time or default back to my accounts).
again correct. but it shouldn't take more than 72 hours unless someone rebroadcasted the tx every time the mempool drops it.
Once I know that is all ok - what the hell do I do now?
you wait until those txes gets confirmed or dropped from the mempool.
Once I know that - how the hell to I stop this from happening again.
pay higher fee in your future transactions. to know what fee per byte is appropriate for the current situation, see
this site.
EDIT:
oh, I see you're using bitcoin qt. qt automatically rebroadcast your unconfirmed transactions so if you want them to be dropped from the mempool (so that the btc will return to you.) you'll have to get rid of those unconfirmed transactions. read
this post by shorena if you don't know how to do that.