Interesting.
Some debugging: it's possible a PC won't fall for the bed trick, and those that do don't seem to get a saving throw or a skill check to avoid it. My suggestion would be to tell part of the tale in "flashback format" (eg how you got here). Generally players will let you do anything to their characters before play starts, but once the game starts...
In other words, if you tell your players "you will all start without equipment and shackled" they will probably accept it, whereas if they're captured by fiat, they probably will not. That would pretty much leaving out the skill challenge though. You know your players better than me, so I'm basically projecting what would happen if I did this to my players.
While 4e is far less item-dependent than its predecessor, players should be told they'll lose their equipment before it's taken from them. Again, player management issue, and also ... so many 4e players use Character Builders, but sometimes they're using a PDF printout, and those can't really be modified (such as by having equipment removed). The logistics alone are worth considering.
For encounter 4, I would increase the "cheating" damage to something dealing an average of 20 or even 24 damage. Don't hold back. 8 damage is nothing, and paragon-level PCs can sometimes resist that kind of damage anyway.
I like the specialty loot, plus the haunting.
