Romeo repeats his request for news of Juliet twice because it is the most important question for him. He says that "nothing can be ill, if she be well", meaning that none of the other news is as important.
Balthasar's response suggests that he's trying to make the news easier for Romeo to handle. He uses peaceful imagery like "her immortal part with angels lives" in order to soften the news of her death. He saw Juliet being laid in the monument himself, no one told him the news.
The description of Romeo as pale and wild foreshadows his death, as a corpse would be pale and 'wild' means that he looks like he is about to do harm to someone else or himself.