I've gone back to some old saves, because I realized I overlooked some quests. My party cleared out the D'arnise stronghold. Papa was dead. Nalia went with us back to the city. No kidnapping.

1)Do I have to go back even farther?

and

2)Is it worth it? Does it have relevance to a paladin trying to get a stronghold?

For the keepquest, youmust accept the ownership of the keep, and Nalia gets kidnapped at the funeral. And no for question 2, only the Fiirkrag quest is really useful for paladins, the keep is good for money.

Some days (10?) after you clear her Keep, if she is in your party, she will get news of her fathers funeral. You must take her to the graveyard then. Try not to do it at night because Brodi might interfere. A little time afterwards she will be kidnapped.

Thanks. I never would have kept Nalia for 10 days after clearing out the D'Arnise keep, otherwise.

You don't have to keep her in the party, just park her in the Copper Cornet then come back and let her rejoin after a couple of weeks have passed.

I was never able to keep the Keep, something about not having a Fighters bearing. I wasn't the Proper class. I did however have Nalia with me for awhile. While serching the Cemetery District in Amn, during the day, I ran into the funeral.
I believe the building was NorthEast of where the group of tombstones are.