some stuff I've thought on, some stuff off the top of my head that feels right

Xur is something else, entirely. The Consensus and the Speaker more or less know what he is and why he is, or at least they think they do. They don't tell anyone because the ruckus and stoppage of goods and information that would probably happen, especially if they told people everything they know about the Nine, just wouldn't be worth it.

Tess Everis is just what you'd suspect: a person with connections, some of them unsavory. She keeps to herself and doesn't make waves, most people that know her like her, and no one can definitively tie her to anything that's that bad, so she's left alone.

Cayde wants to get back into the field, everyone with ears knows that. Few people know one of the biggest reasons is to test a weapon. He found the frame along with a few other parts and rebuilt it to his own liking with great care. On the rare occasions when he refers to it, it's usually as "my Sack of Doorknobs". Master Rahool, a man of many words who has seen his share of horrors second-hand, is reputed to have described it only as: "frightening".

The Speaker's big secret is that he has no big secret, at least not about himself. He has some skeletons in his closet, but nothing beyond the average City denizen. He hides his face for the same reason early Warlocks wore hoods, and because it's traditional; it just happens to backfire with some people because they don't trust what they can't see. The Consensus has some idea of how he communicates with/for the Traveler, which is good enough for them, and the Speaker's not lying about it, though he's very intentionally vague.
The giant Event-Horizon-engine-looking thing is mostly for show at this point. What's much more menacing is the small black pyramid behind the Speaker's desk.

Banshee, the gunsmith, is also what you'd suspect: he has a long and storied history that he can only grab pieces of at any given time. Lakshmi saw the Fallen burn London? He can top that ten times over; or he could, if he could remember the stories long enough to tell them. This and his attitude about it make him arguably the most well-put-together Exo in the Tower, psychologically.
He has a standing appointment to get a checkup from the metal up and a cold boot, basically once per human generation, which is he only dimly aware of until reminded. The Tower's Exo repairers think he may well outlast the foundation of the Tower itself.
He always makes it to the Deep Stone Crypt (or at least, he does now). He's given up hating himself for it. He's only told one person about it, though. He can't remember if it was Shaxx or Cayde.

The seemingly less-needed Frames have had distinguished service, such that Frames can, but they're not fit for most duties any more. Out of respect and attachment, instead of being scrapped-- or fixed, which would be much too expensive in terms of labor for the Frames in question-- they're given low-impact duties, often maintenance and not-strictly-necessary guard posts, with the most past-their-prime Frames doing things like sweeping and providing location and orientation services (which in effect means maps).
Most City dwellers, including the Frames themselves, know it's been possible for these tasks to be done more efficiently since before the golden age, but there are reasons to have these Frames where they are, which turn out to all be practical on some level. Floor-cleaners ("Roombas", as the ancients called them) and the like aren't high on the list of things to produce and fix in the City's limited factories and shops. The people that know these Frames like seeing them around. Because of their past service, every once in a while they'll say something interesting or even give advice. Lastly, they add to the feel of the Tower in a way that would be effectively impossible to replicate, so much so that minor legends have grown around these innocuous machines (the most prominent of these being, "When the Frames no longer sweep, the Tower shall fall").

Ms. Levante is always asking for such ... unusual things for a clothing vendor. Why does she need scans of equipment or items from our enemies just to make new artwork?

Why does she have all that armor piled up in her alcove if it is not for sale?

Dead Orbit is making a fleet. Where is it? Do they have launch facilities elsewhere?

Shaxx seems to be dual purpose. Having guardians fight in suspect areas, broadcasting the feeds to the people below in exchange for advertising monies and equipment to serve as prizes. Or did you think all those came from his personal collection? "Where does he get those wonderful toys?"