Take the choice with Connor. I would have liked if the choice to go after the Circle of Mage would have resulted in failure. It wouldn't have been about tricking you; it would simply have been about being selfish. Sometimes you can't save everyone, and if you try, you should fail.
If you saved Redcliffe, I think there should be repricussions for the Blight. Save the individual in front of you, but suffer the consequence of the broader damage.
I would agree for Connor's case, but in the grand scheme of things staying the night to save Redcliffe isn't a great amount of time lost. In general, though, yes, it seems like it's too easy to "save everyone" in Dragon Age. Take the last battle, for example. IIRC the game tries to make it sound like darkspawn are actively destroying the city and you need to hurry and defeat the Archdemon. Or maybe you need to kill those generals in the market and elf districts. What's the right choice?! It doesn't seem to actually matter--but it should have.
And by "no way of knowing" I don't necessarily mean they need to be told-- just "is it reasonable to assume that this might happen?" It's the events that come out of left field, that pull the rug out from under the player, that you need to be careful of. In small doses it might work, or perhaps even in a situation where the player can at least do something to address their reversal of fortune, but otherwise I consider it to be something that sounds good in theory but doesn't work well in practice-- at least, not in a game where the player and the designer are working under an implied understanding that a degree of agency is required even though the designer is the one calling all the shots.
Yes, but wouldn't it have been easy enough to have a couple NPC's tell you, "Hey, things are pretty serious here. No telling what could happen if you run off to the Circle to get help, cause that's a week's journey. There's a chance things might destabilize here." Then, when you come back, maybe everyone is dead except Isolde, Eamon, and Connor, and Eamon's forces in the final battle are weaker.
As long as you create the expectation that taking risks can have consequences, and follow up on that, I don't think it's a problem to punish good deeds (sometimes). I'm currently reading the Codex Alera series, and I've found that over and over again characters will get into ridiculously impossible situations where by all rights they should be dead, and yet, they survive unscathed. As a reader, I begin to roll my eyes at the idea of a certain or near-death situation when an author destroys his own credibility like that. Unfortunately, the same thing is too common in video games. Gamers are completely unafraid of dangerous situations because they KNOW they won't suffer any sort of long-term harm. ME2 was the exception that proves the rule, since it wasn't really *that* difficult to make sure everyone survived the suicide mission.