OK.... The story goes like this.

No compression in the # 3 Cylinder
Pulled the valve cover to find the retainer which holds the lifters in place is broken.
The lifter was turned and pushed way up not allowing the valve to close.
I cannot get the lifter out.

When the lifter is turned the right way and held from spinning with a screwdriver, the car seems to run OK.

1st question - What damage may have occured?
2nd question - Where can I buy this retainer?
3rd question - If I replace the retainer, can I be secure in knowing that this car will be in sound running condition or do I need to consider pulling the head to look for further damage?

There shouldn't be any engine damage since the retainer is in the head. I would suggest that you purchase a new lifter along with a new retainer just in case the lifter has an issue. I would try the local parts stores as one should come with a new lifter if not you may have to purchase one from the dealer. Replace everything and you shouldn't have any further problems.