QI have this follower and one other Nightmare follower on my field. Since this follower has Assail from its passive ability, I declare an attack with it on a reserved enemy follower. If my opponent destroys the other Nightmare follower on my field at Quick timing, causing this follower to lose Assail, does the attack still go through?

AYes, the attack goes through on the original target.

QIf I can't select an enemy follower on the field, does this follower's UB ability still count as executed?

ANo. The ability wasn't successfully played, so it doesn't count as executed.