Okay, for your second question I'm not entirely sure what you're asking. I'll answer with what I think will do the job, though.
I look at Ranged Combat and Close Combat as two different types of actions. This is because of the wording in Section 5.3 of the 2005 rulesbook where it says:
Minifigs may make only one Ranged Attack per turn, and they may not make any Ranged Attacks on the same turn in which they are engaged in Close Combat, either before or afterwards.
For me it's just easier to think of them as two different types of actions a minifig can take. According to this, your wraith cannot make the attack with its head gem if it has entered close combat in the turn.
Back to your original question (or what I think it was). Each turn a minifig can only make one attack. If it's the opponent's turn, they can only make one response action. This is how your combat would go:
1: Wraith declares an attack with his firesword AND the bone knife
2: Combatants have entered CC.
3: The Wraith attacks and the Swordsman parries the attack with his shield.
4: The Swordsman can riposte at this point.
5: Close Combat ends for the turn.
When the attacking figure declares they are attacking, that is when Close Combat initiates. The attacking figure can only make ONE attack in their turn, so might as well just attack full force. You cannot parry or counterattack a parry or counterattack, those are only response actions to an attack action.
You can just read the example with Yoko and Dan under 5.3 in the rulebook and assume that every time Yoko attacks with her weapon, it's two weapons.