During showdown: will the revealed secret (for example +2 combat dice) be available after the town elder dies?
The secrets belong to the Elders, so it will not be available if he is not with you.
Mystery card: choices to me made: can I choose sacrifice ally even if I do not have one ( I suppose not) If I choose a town elder for Villain to kill how does this work?
Generally, you cannot choose to pay what you do not have, so no, however, in the edge case that you had no allies and no living town elders you would have to take D3 wounds even if you only had less than what you rolled to give up. In other words you would have to take all the wounds, even the overkill amount. If you rolled a 3 and one is enough to KO you, for example, and you had a card or ability that could block wounds you would need to block all three in order to survive.