At this time quest state is not imported from classic saves. I'm still deciding how to handle this, as the way classic and DFU store and track quest state is completely different. The most likely outcome will be that I'll import global vars and instantiate any S0* quests (main quests) the player has running in their save. This means a few steps might need to be replayed to catch up to where player was in classic.
I think most people are importing a classic character already through the main quest or just starting fresh in Daggerfall Unity. You're the first person to actually bring up that classic quests weren't imported, so not sure of how much demand there is for this. I'll leave this one place for now but mark as not implemented.
When importing a character, they will be placed outside at a reasonably close point to where they saved in classic. If you're in a dungeon, this will pop you outside at terrain origin. If importing an interior save, you'll be placed on the ground roughly where you were standing inside the building. I don't have plans to refine this yet, but it's something I'd like to get back to eventually.