Can I use his effect while he is still a character in play? His first effect says as your only agenda with the text.... So that's a no, I think. But his second is a response but it is in the same paragraph so I am not sure if he has to be attached to my house first.

Everything that is enclosed in quotes is only active while he is an agenda. The Response and the "unique Martell characters gain Vengeful" are both enclosed in those same quotes. So, no you cannot trigger any part of that effect from the character version of him. That may only be triggered from the agenda version of him.

Unless I'm misunderstanding your question?