Lord of the Unreal's ability does not target so it will not cause your Illusions sacrifice ability to trigger.
The Lord gives your Illusions Hexproof so opponents can't target them with spells and abilities. That being said, the Illusion sac trigger will still fire if you target one of your Illusions with a spell you control
No, because Lord of the Unreal's ability does not target anything. It's just a static ability that sits there and does its thing. Phantasmal Bear and friends are vulnerable to cards spells like Titanic Growth and Wring Flesh, and abilities like Gideon's Lawkeeper and Crown of Empires. Those spells and abilities have a target, as spelled out by the fact that they include the word "target". Abilities like Lord of the Unreal's and spells like Overrun don't target anything, so your Phantasms work just fine with them.
With the exception of a few very old cards (mostly from before I started playing, back during Ice Age), if it doesn't say the word "target" on it, it doesn't target. And when playing with old cards, you should look them up on Oracle just to make sure.