Sai and Anko have said what they're up to; they're trailing Kabuto.
Konan is an Akatsuki from the start. if you mean the perv who thinks Sasuke's sweat and blood is sexy, you're thinking of Karin. Though now Sasuke is nominally an Akatsuki I guess Konan is also his coworker.
Neji's curse seal isn't forcing him to protect anyone; IF someone from the main house decides to punish him (or just fuck with him) activates it deliberately then it causes him pain (it doesn't do anything else), it's not automatic (and considering the only one around at the moment seems to be Hinata and she'd never do that to him...) Besides he wasn't in Konoha, he only just arrived. He hasn't learned to teleport yet. ;p