Um... sentient undead have (or are) souls (according to the spell magic jar).
I would tend to agree to this, with the addition that they obviously don't die, AND their soul can't leave the undead body by peaceful means. Of course, that is entirely the same situation you have while being mortal, because it is to be expected that the devils will want to ensure your death and destruction by a certain time.
I don't, however, see a large problem with killing the devil you pledged your soul to in Hell. I mean why not?
However, I think the solutions presented don't look so bad, with the obvious underwhelmingness of the Alienist PrC. However, if all Pseudonatural templates were to be replaced with Half-fiend or so.....
Regarding undead. You touched on the basics of a sentient undead's soul. I never said you are walking around without A soul, but you aren't certainly walking around with your original, positive energy powered one. The interpretation that the DM is using is that your positive energy soul has left the body, but your mind is magically brought back and powered by a new, negative energy soul. My only problem with this is that you're basically saying mortals are capable of creating souls, just not with positive energy, implying that there's a broken symmetry. /shrug On the flip side, physics is ALL ABOUT finding broken symmetries, so it could make sense. The alternative is that your positive energy soul is converted to negative energy. I'm not sure that's any easier than the other interpretation, as it'd be like saying you could convert protons into electrons.
I actually played this out last night, and things are subsequently a good deal more clear now. For example, killing the imp who corrupted me is supposedly a pretty terrible idea, especially in Hell, as he told me he was very much an integrated part of the hierarchy, as would be expected, and claimed he had connections which would make that consideration fatal. At this time, I don't have much supporting evidence to go against that claim, nor would going to Hell and coming out alive be very feasible.
The pact was negotiated as: 3 years time + 6 months, minimum, for every successful pact certain made with an individual of appreciable local power, and +1 month. minimum, for every pact insidious made with an individual of appreciable local power. Positive modifications to the time added or material compensation could come from mass conversions of people toward LE alignment. For example, getting the king to sign a Pact Certain and then encourage evil laws would predispose a great many people towards LE.
Anyways, regarding alienist. Yea, the class is somewhat lack-luster. Actually, it's almost worse than straight wizard for my character in some regards, particularly the diplomacy penalties and wisdom penalties, which are both an important part of my character's schtick. Since I have some license to change it up, I'm hoping to edit out those pieces. Frankly, my character has enough of the insanity flavor, what with Severe Depravity and all. I don't need more. And if she's going to be running around with an imp, making smooth deals with mortals... yea. We'll see. The idea is just to have a class with a transformation to outsider and full caster progression. If I gained nothing else, it'd be alright. We'll see what I manage to get approved.