As noted in the manual all quick effects are displayed with a '!' icon. The updated manual specifically lists all the condition groups and what falls under them.
It'd probably be nice for people to have the newer manual translated, but bluh.
I was reading the old manual at the time, only worth noting that isn't explained in the game is that Sakuya is able to defend herself with shields while using 2-Handed weapons only if she doesn't attack or use skills, same for characters with staffs (and spears).
Another curious one is that Satori requires a shield equipped to use Shield Wall, she can't
'cast' it otherwise (the icon skill is unique), only Alice presents this sort of mechanic in the game, this can be a very big surprise if discovered during a boss battle.
Removal and Instant Death aren't marked with ! though, right?
Correct.
In any case, it's nice to see exactly what the four stunning types do.
Daze is really weird, Alice's Little Legion won't be down if she is Dazed, but Parrars will be, and it doesn't reduce Evasion or Shield Evasion. Permanents like Paralysis make Little Legion go down, this is why she has weapons and armor with full immunity to both Stun/Paralysis (Alice can still deflect physical attacks while Paralyzed).
Time Stop statuses such as Stop (Quick & Variety) also set Shield Activation/Evasion to 0, so does Freeze since it incapacitates, I wouldn't know about Bad Camouflage (Nitori) it may be strictly reducing EVA.