I’m really surprised that no-one got the first question. Wikipedia had all the information that you needed.
Question 1 (the easy one): What connects Queen’s “Sheer Heart Attack”, Led Zeppelin’s “Houses of the Holy” and Emerson, Lake and Palmers “Brain Salad Surgery”?
Notice that I didn’t say that I was talking about songs or albums. In each of these cases there is both a song and an album with the given title. But the song doesn’t appear on the album of the same name.
“Sheer Heart Attack” appears on the Queen album News of the World, “Houses of the Holy” appears on the Led Zeppelin album Physical Graffiti, and “Brain Salad Surgery” appears on the ELP album Works Volume 2.
Question 2 (a bit harder): Midge Ure has played in bands whose names begin with every letter of the alphabet from R to V. What were they?
As the two Kevins managed to work out between them, the bands are Rich Kids, Slik, Thin Lizzy, Ultravox and Visage. Thin Lizzy is the one that people rarely get.