Where is most of the characters from the first game?

[Super Earth President]

Calista, Piero, Samuel and Daud its still alive

[Capt.M]

I think it was said (in game?) that Samuel is dead. I think it was announced elsewhere that Piero is dead too. Callista left for some journey and was never heard of since. And Daud... well, I think his part is left ambiguous on purpose. After all, doesn't Meagan/Billie go looking for him at the end of the game?

[Knives]

Samuel is dead (Mentioned in Dishonored 2). Piero died shortly after Dishonored 1 from a brain thing (In Dishonored 1 the heart will tell you he's sick and doesn't have much time left), Calista is assumed dead, or at least it felt that way to me. (As Emily, if you click the book to the left as soon as you leave the safe room for the first time, she'll tell you that she left Dunwall and the letters stopped coming a few months later.) As for Daud, all we know is that he lives, but no one knows where he is. Using the heart in the void for the first time, she will tell you that "The one who killed me walks the world still, but he's retreated from it. A letter to Megan before the last mission, on her bed from someone from the old assassin gang will say they haven't been able to find him.
Everyone assumes that finding him will be a focus in future dlc.