When I first introduced my wife (then, my fiancee) into the game, things began all right. But, after a month or so, she began talking to me after game sessions about how she wasn't powerful enough. "Everyone else can do all kinds of cool things, and I can't!" She spent a fair amount of time batting eyes and doing those cute pouts that women do so well while asking about an "extra" magic item for herself, or perhaps a chance to re-roll her less-than-average hit point roll for the given level.
In the end, we had a major talk about how in the game, I'm DM and you're player, and that's that. She didn't like it at first, but after a couple of months, it all went away, and now the game is wonderful. I couldn't imagine gaming without her in the group.
Your DM may be showing favoritism, but it's hard to say from your accounting whether he is or not. Just not enough data. As far as the undead issue goes, it might just be a fluke. An important question for the DM might be whether your characters are going to be able to return to "living" status at some point, and whether that point is coming soon. If it isn't coming, then your SO's character is in bad shape.
Another possibility is that the DM came up with changes for everyone and just didn't think the situation through. He honestly might not have realized that your SO relied so heavily on her Dex (and might really not have paid any attention to feats that are Dex-based, life Weapone Finesse). I've made a few boneheaded adjustments in my games, and when a player informs me that so much of his/her character is based on a now-crippled concept, I rethink the whole thing. Usually, I force them to experience the event for a game session or two, and then remove the effect.
If you like the game, and the people seem OK, then I'd stick with things. Make a mental note of the problem, but remember to not look for problems. Someone above mentioned self-fulfilling prophecies, and this could become one. If your wife really doesn't like the character, she could always ask to bring in a new one.
And if problems appear with her new character, then you can be more certain that something is up.
Good luck!