Let me check the rulebook... oh wait its not published here 6 months since release....
There's a very lengthy set of rules for Grapple in the
Codex, v. 3.1, which is online.
1. Whilst Grappling a Prey, the Grappler is not required to attack it's Prey with a melee attack, but can attack anything in the Zone, whilst the Prey is constrained to only attack the Grappler?
That's correct. But it cannot use the attack that caused the Grapple against any target (including the Prey), and some creatures that Grapple (like the Crocodile) can't use their non-Grapple attack against a creature that isn't Grapple'd, so... sometimes there is no choice. But the Kraken could use the Beak attack against a non-Prey target even when it has a Prey attached.
Also, the prey isn't required to attack the Grappler. For instance, the rules suggest that a Grapple'd Prey Azurean Genie could still spend a Wish token as its action. The restriction is that if a Prey makes a non-spell attack, then the only non-spell attack it may make is a melee attack against the Grappler that rolls -2 dice. Hmm... makes Grappling a creature that only has Ranged attacks really strong (e.g. consider Grappling Artemis)!
2. Attacking a non-Prey Target in this way, in no way breaks the Grapple.
It does not. But you can't use the attack that was used to cause the initial Grapple, as above.
3. Similarly, Grappler is not constrained from making a Ranged Attack, that doesn't use the Grappling attack attached to the Prey (theoretical, no current application)
Yes, as long as that Ranged attack wasn't the attack that caused the initial Grapple (see Kraken).
4. In light of #1, if the Grappler is Taunted (say by Sosruko) then it must attempt to fulfill the Taunt on it's action, since the Grapple doesn't prevent it from doing so
Correct. Attacking its Prey is not a mandatory action.
5. On the other hand it could ignore a Taunt from Thorg in the next Zone, because it's Restrained
Yes.
